Topics in modeling volatility based on high-frequency data
Year of publication: |
2018
|
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Authors: | Roth, Constantin |
Publisher: |
St. Gallen |
Subject: | Volatilität | Ökonometrie | Zeitreihenanalyse | Bootstrap-Statistik | Volatility | Theorie | Theory | Time series analysis | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (circa 183 Seiten) Illustrationen |
---|---|
Series: | Dissertationen / Universität St. Gallen ; No. 4749 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammelwerk ; Collection of articles of several authors |
Language: | English |
Thesis: | Dissertation, University of St. Gallen, 2017 |
Notes: | Enthält 4 Beiträge Zusammenfassung in deutscher und englischer Sprache |
Source: | ECONIS - Online Catalogue of the ZBW |
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