High Frequency Volatility of Volatility Estimation Free from Spot Volatility Estimates
Year of publication: |
2015
|
---|---|
Authors: | Sanfelici, Simona |
Other Persons: | Curato, Imma (contributor) ; Mancino, Maria Elvira (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 16, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2437989 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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