Extreme value volatility estimators : a simulation study
Anders Pelli
| Year of publication: |
1996
|
|---|---|
| Authors: | Pelli, Anders |
| Publisher: |
Helsingfors |
| Subject: | Volatilität | Prognoseverfahren |
| Extent: | 31 S. : graph. Darst. |
|---|---|
| Series: | Meddelanden från Svenska Handelshögskolan. - Helsingfors, ISSN 0357-4598, ZDB-ID 864095-6. - Vol. 333 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 951-555-508-6 |
| Classification: | Geld, Inflation, Kapitalmarkt ; Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004661827