A general volatility framework and the generalised historical volatility estimator
Bernard Bollen and Brett Inder
| Year of publication: |
1998
|
|---|---|
| Authors: | Bollen, Bernard |
| Other Persons: | Inder, Brett A. (contributor) |
| Publisher: |
Clayton, Vic. : Dep. |
| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Index-Futures | Index futures | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | USA | United States | 1993-1995 |
| Extent: | 41 S graph. Darst |
|---|---|
| Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ISSN 1440-771X, ZDB-ID 2135381-5. - Vol. 98,10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 0-7326-1047-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000995980