Nonparametric likelihood for volatility under high frequency data
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
| Year of publication: |
2015
|
|---|---|
| Authors: | Camponovo, Lorenzo ; Matsushita, Yukitoshi ; Otsu, Taisuke |
| Publisher: |
London : LSE, STICERD |
| Subject: | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate |
| Extent: | Online-Ressource (16 S.) |
|---|---|
| Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. 581 |
| 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 |
Persistent link: https://www.econbiz.de/10011280125