Volatility forecasting in a tick data model
L. C. G. Rogers
| Year of publication: |
2007
|
|---|---|
| Authors: | Rogers, Leonard C. G. |
| Published in: |
Forecasting volatility in the financial markets. - Amsterdam [u.a.] : Elsevier [u.a.], ISBN 0-7506-6942-X. - 2007, p. 295-299
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
| 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/10003872998