Volatility and risk estimation with linear and nonlinear methods based on high frequency data
Open access
Date
2001Type
- Working Paper
ETH Bibliography
yes
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Permanent link
https://doi.org/10.3929/ethz-a-004218133Publication status
publishedJournal / series
Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)Volume
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
yes
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