Real-time monitoring test for realized volatility
Year of publication: |
2013
|
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Authors: | Wang, Cindy Shin Huei ; Hsiao, Cheng |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 5.2013, 1, p. 1-24
|
Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Statistischer Test | Statistical test | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/jtse-2012-0014 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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