Wavelet Estimation of Integrated Volatility
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Lunde, Asger ; Hoeg, Esben |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Financial Econometrics | Stochastic Volatility | Integrated Volatility | Estimation |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 274 |
| Classification: | C0 - Mathematical and Quantitative Methods. General ; C1 - Econometric and Statistical Methods: General ; C4 - Econometric and Statistical Methods: Special Topics ; G1 - General Financial Markets |
| Source: |
Persistent link: https://www.econbiz.de/10005345735