Variation, jumps and high-frequency data in financial econometrics
Ole E. Barndorff-Nielsen and Neil Shephard
| Year of publication: |
2007
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
| Published in: |
Advances in economics and econometrics ; Vol. 3. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-87154-9. - 2007, p. 328-372
|
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Finanzmarktökonometrie | Financial econometrics | Ökonometrisches Modell | Econometric model | Finanzmarkt | Financial market | Ökonometrie | Econometrics | Nichtparametrisches Verfahren | Nonparametric statistics | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003691562