Volatility Forecasting and Microstructure Noise
Year of publication: |
[2012]
|
---|---|
Authors: | Sinko, Arthur |
Other Persons: | Ghysels, Eric (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (106 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 31, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.928038 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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