On measuring volatility of diffusion processes with high frequency data
Year of publication: |
2002
|
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Authors: | Barucci, Emilio ; Renò, Roberto |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 74.2002, 3, p. 371-378
|
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Theorie | Theory |
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