Market risk models for intraday data
Year of publication: |
2005
|
---|---|
Authors: | Giot, Pierre |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 4, p. 309-324
|
Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Volatility | USA | United States | Risikomaß | Risk measure |
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