Trading volume and stochastic volatility
Sam Howison and David Lamper
| Year of publication: |
2001
|
|---|---|
| Authors: | Howison, Sam ; Lamper, David |
| Publisher: |
Oxford : Oxford Financial Research Centre |
| Subject: | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Extent: | Online-Ressource (PDF-Datei: 6 S., 191 kB ) graph. Darst. |
|---|---|
| Series: | Mathematical finance. - Oxford, ZDB-ID 2485418-9. - Vol. 2001,03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009581669