Hark the Shark : Realized Volatility Modelling with Measurement Errors and Nonlinear Dependencies
Year of publication: |
2019
|
---|---|
Authors: | Buccheri, Giuseppe |
Other Persons: | Corsi, Fulvio (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Theorie | Theory | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (41 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3089929 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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