Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise
vorgelegt von Diplom-Mathematiker Sophon Tunyavetchakit aus Bangkok/Thailand ; Gutachter: Prof. Dr. Rainer Dalhaus
| Year of publication: |
2016
|
|---|---|
| Authors: | Sophon Tunyavetchakit |
| Other Persons: | Dahlhaus, Rainer (degree supervisor) |
| Publisher: |
Heidelberg |
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Nichtparametrisches Verfahren | Nonparametric statistics | Dekompositionsverfahren | Decomposition method | Brownsche Bewegung |
| Description of contents: | Description [doi.org] |
| Extent: | 1 Online-Ressource (X, 145 Seiten) Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Dissertation, Ruprecht-Karls Universität Heidelberg, 2016 |
| Notes: | Zusammenfassung in deutscher Sprache |
| Other identifiers: | 10.11588/heidok.00021450 [DOI] 10.11588/heidok.00021450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011549337