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~subject:"Volatilität"
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Volatilität
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Iacus, Stefano Maria
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Yoshida, Nakahiro
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche
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ECONIS (ZBW)
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Numerical analysis of volatility change point estimators for discretely sampled stochastic differential equations
Iacus, Stefano Maria
;
Yoshida, Nakahiro
- In:
Economic notes : economic review of Banca Monte dei …
39
(
2010
)
1/2
,
pp. 107-127
Persistent link: https://www.econbiz.de/10008826253
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Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria
;
Yoshida, Nakahiro
-
2009
Persistent link: https://www.econbiz.de/10011751961
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