Multi-scale jump and volatility analysis for high-frequency financial data
Year of publication: |
2007
|
---|---|
Authors: | Fan, Jianqing ; Wang, Yazhen |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 102.2007, 480, p. 1349-1362
|
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market |
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