Parametric and Nonparametric Volatility Measurement
Year of publication: |
[2022]
|
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Authors: | Andersen, Torben ; Bollerslev, Tim ; Diebold, Francis X. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Messung | Measurement | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (68 p) |
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Series: | NBER Working Paper ; No. t0279 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 2002 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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