Measuring Intra-Day Volatility Using First Crossing Time
Year of publication: |
2023
|
---|---|
Authors: | Navin, Robert L. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Messung | Measurement | Zeit | Time | Schätzung | Estimation |
Extent: | 1 Online-Ressource (9 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4287885 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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