Fourier-Malliavin volatility estimation : theory and practice
Year of publication: |
[2017]
|
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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 |
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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 |
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