The effect of intraday periodicity on realized volatility measures
Holger Dette, Vasyl Golosnoy und Janosch Kellermann
| Year of publication: |
2016
|
|---|---|
| Authors: | Dette, Holger ; Golosnoy, Vasyl ; Kellermann, Janosch |
| Publisher: |
[Dortmund] : SFB 823 |
| Subject: | bipower variation | realized volatility | jump detection | daily integrated volatility | Preiselastizität | Price elasticity | Strompreis | Electricity price | Konsumentenverhalten | Consumer behaviour | Regressionsanalyse | Regression analysis | Deutschland | Germany |
freely available
| Extent: | 1 Online-Ressource |
|---|---|
| Series: | Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823. - Dortmund, ZDB-ID 2572745-X. - Vol. Nr. 2016, 55 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | 10.17877/DE290R-17344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388669