Localized RealizedVolatility Modelling
Year of publication: |
2009-01-28
|
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Authors: | Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Extent: | 487424 bytes 36 p. application/pdf |
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Series: | SFB 649 Discussion Paper ; 2009-003 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation ; G17 - Financial Forecasting ; Accounting and auditing. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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