Fourier-Malliavin volatility estimation : theory and practice
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Mancino, Maria Elvira ; Recchioni, Maria Cristina ; Sanfelici, Simona |
| Publisher: |
Cham : Springer Nature |
| Subject: | Volatilität | Volatility | Schätzung | Estimation | Elektronisches Handelssystem | Electronic trading | Fourier-Analyse | Fourier analysis | Theorie-Praxis-Verhältnis | Theory-practice divide | Hochfrequenzhandel | Fourier-Transformation | Finanzmathematik |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [vub.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | x, 135 Seiten Illustrationen 23.5 cm x 15.5 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 3-319-50967-5 ; 978-3-319-50967-9 ; 978-3-319-50969-3 |
| Other identifiers: | 10.1007/978-3-319-50969-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011638985