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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~person:"Hafner, Christian M."
~subject:"Core"
~subject:"Robustes Verfahren"
~type_genre:"Aufsatz im Buch"
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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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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