Topics on high-frequency financial econometrics : measuring and forecasting volatility
Kim Christensen
| Year of publication: |
2007
|
|---|---|
| Authors: | Christensen, Kim |
| Publisher: |
Aarhus |
| Subject: | Ökonometrie | Econometrics | Messung | Measurement | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Systematischer Fehler | Bias | Prognoseverfahren | Forecasting model | Theorie | Theory |
| Extent: | [ca.170] S. in getr. Zählung graph. Darst. |
|---|---|
| Series: | PhD / Aarhus School of Business. - Aarhus, ISSN 1601-653X, ZDB-ID 2157874-6. - Vol. 2007,1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Zugl.: Aarhus, School of Business, Diss., 2007 |
| Notes: | Enth. 4 Beitr. |
| ISBN: | 978-87-7882-199-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003596774