A nonlinear filtering approach to volatility estimation with a view towards high frequency
Rüdiger Frey; Wolfgang J. Runggaldier
| Year of publication: |
2001
|
|---|---|
| Authors: | Frey, Rüdiger ; Runggaldier, Wolfgang J. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 4.2001, 2, p. 199-210
|
| Subject: | Volatilität | Volatility | CAPM | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International journal of theoretical and applied finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001578681