High frequency returns and volatility in financial markets : generalized range theory and conditional moment tests of no-arbitrage semi-martingale restrictions
by Dobrislav Dobrev
| Year of publication: |
2007
|
|---|---|
| Authors: | Dobrev, Dobrislav |
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | CAPM | ARCH-Modell | ARCH model | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 186 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: Evanston, Ill., Northwestern Univ., Diss., 2007 |
| Notes: | Kopie, ersch. im Verl. UMI, Ann Arbor, Mich. |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009273657