Estimation of NIG and VG Models for High Frequency Financial Data
Year of publication: |
2011
|
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Authors: | Figueroa-Lopez, Jose E. ; Lancette, Steven R. ; Lee, Kiseop ; Mi, Yanhui |
Publisher: |
[S.l.] : SSRN |
Subject: | Finanzmarkt | Financial market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Schätztheorie | Estimation theory | Volatilität | Volatility |
Extent: | 1 Online-Ressource (23 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 4, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1802810 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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