Variation, jumps and high-frequency data in financial econometrics
Year of publication: |
2007
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
Published in: |
Advances in economics and econometrics ; Vol. 3. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-87154-9. - 2007, p. 328-372
|
Subject: | Volatilität | Volatility | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Ökonometrisches Modell | Econometric model | Ökonometrie | Econometrics |
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