The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures
Year of publication: |
2012
|
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Authors: | Koopman, Siem Jan ; Scharth, Marcel |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Messung | Measurement |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 20, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1930932 [DOI] |
Classification: | C22 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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