Estimating volatility for long holding periods
Rüdiger Kiesel, William Perraudin and Alex Taylor
| Year of publication: |
2000
|
|---|---|
| Authors: | Kiesel, Rüdiger ; Perraudin, William R. M. ; Taylor, Alex |
| Published in: |
Measuring risk in complex stochastic systems. - New York : Springer, ISBN 0-387-98996-X. - 2000, p. 19-31
|
| Subject: | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001579694