Rare Events Analysis of High-Frequency Equity Data
Year of publication: |
2018
|
---|---|
Authors: | Bozdog, Dragos |
Other Persons: | Florescu, Ionut (contributor) ; Khashanah, Khaldoun (contributor) ; Wang, Jim (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Extent: | 1 Online-Ressource (13 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Wilmott Journal, pp. 74-81, 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1, 2011 erstellt |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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