Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data
Year of publication: |
[2007]
|
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Authors: | Fan, Jianqing |
Other Persons: | Wang, Yazhen (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 15, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.957607 [DOI] |
Classification: | G10 - General Financial Markets. General ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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