Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data
Andrea Beltratti; Claudio Morana
| Year of publication: |
2001
|
|---|---|
| Authors: | Beltratti, Andrea ; Morana, Claudio |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 30.2001, 2, p. 205-234
|
| Subject: | Volatilität | Volatility | Saisonale Schwankungen | Seasonal variations | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic notes |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001603713