Volatility and risk estimation with linear and nonlinear methods based on high frequency data

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Author

Dettling, Marcel

Bühlmann, Peter Lukas

Date

2001

Type

ETH Bibliography

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Permanent link

https://doi.org/10.3929/ethz-a-004218133

Publication status

published

External links

Journal / series

Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)

Volume

96

Publisher

Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)

Subject

VOLATILITÄT (FINANZEN); VORHERSAGETHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); PREDICTION THEORY (PROBABILITY THEORY)

Organisational unit

02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)

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ETH Bibliography

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Research Collection