Econometric Analysis of Realised Covariation : High Frequency Covariance, Regression and Correlation in Financial Economics
Year of publication: |
2002
|
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Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Regressionsanalyse | Regression analysis | Korrelation | Correlation | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 18, 2002 erstellt |
Other identifiers: | 10.2139/ssrn.305583 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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