Special issue on high frequency data in finance ; Pt. 2
| Alternative title: | High frequency data in finance |
|---|---|
| Year of publication: |
1999
|
| Other Persons: | Baillie, Richard (contributor) ; Dacorogna, Michel M. (contributor) |
| Institutions: | HFDF <2, 1998, Zürich> (contributor) |
| Published in: | |
| Publisher: |
Amsterdam [u.a.] : Elsevier |
| Subject: | Finanzmarkt | Financial market | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | S. 431 - 614 graph. Darst |
|---|---|
| Series: | Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 6 (1999),5 |
| Conferences: | HFDF ; 2 (Zurich) : 1998.04.1-3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift ; Conference proceedings ; Sammelwerk ; Collection of articles of several authors ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Enth. 6 Beitr |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001558702