The Estimation of Leverage Effect with High Frequency Data
Year of publication: |
2014
|
---|---|
Authors: | Wang, Christina Dan |
Other Persons: | Mykland, Per A. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of the American Statistical Association, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 5, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.1919138 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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