Modelling different volatility components in high-frequency financial returns
Year of publication: |
Nov. 2002
|
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Other Persons: | Feng, Yuanhua (contributor) |
Publisher: |
Konstanz : CoFE |
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
Extent: | Online-Ressource, 26 p., text ill |
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Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. 2002,18 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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