Volatility estimation on the basis of price intensities

Frank Gerhard, Nikolaus Hautsch

Year of publication:	1999
Authors:	Gerhard, Frank ; Hautsch, Nikolaus
Publisher:	Konstanz : Univ., Center of Finance and Econometrics
Subject:	Börsenkurs \| Share price \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Zinsderivat \| Interest rate derivative \| Schätzung \| Estimation \| Theorie \| Theory \| Deutschland \| Germany

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