A new method for volatility estimation with applications in foreign exchange rate series
Peter Bossaerts ; Christian Hafner ; Wolfgang Härdle
| Year of publication: |
1996
|
|---|---|
| Authors: | Bossaerts, Peter L. |
| Other Persons: | Hafner, Christian M. (contributor) ; Härdle, Wolfgang (contributor) |
| Published in: |
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops. - Heidelberg : Physica-Verl., ISBN 3-7908-0925-X. - 1996, p. 71-83
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| Subject: | Volatilität | Volatility | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Theorie | Theory | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| 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/10001318071