Modeling and forecasting realized volatility
by Torben G. Anderson ...
| Year of publication: |
Jan. 2001 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Anderson, Torben G. (contributor) |
| Institutions: | The Wharton Financial Institutions Center (contributor) |
| Publisher: |
[Philadelphia, Pa.] : Financial Inst. Center, Wharton School, Univ. of Pennsylvania |
| Subject: | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Prognose | Forecast | Deutschland | Germany | USA | United States | Japan |
| Extent: | Online-Ressource, 32, [13] p., text |
|---|---|
| Series: | Working papers / Financial Institutions Center. - Philadelphia, Pa., ISSN 1936-9344, ZDB-ID 2189283-0. - Vol. 01,01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Gesamttitel von der Homepage Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001547064