Volatility estimation on the basis of price intensities
Year of publication: |
2002
|
---|---|
Authors: | Gerhard, Frank ; Hautsch, Nikolaus |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 9.2002, 1, p. 57-90
|
Saved in:
Saved in favorites
Similar items by person
-
Volatility estimation on the basis of price intensities
Gerhard, Frank, (1999)
-
Determinants of inter trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank, (2000)
-
A Dynamic Semiparametric Proportional Hazard Model
Gerhard, Frank, (2007)
- More ...