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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops"
~person:"Alizadeh, Sassan"
~person:"Hafner, Christian M."
~person:"Li, Jia"
~subject:"Volatilität"
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
Journal of econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
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