Volatility and risk estimation with linear and nonlinear methods based on high frequency data
dc.contributor.author
Dettling, Marcel
dc.contributor.author
Bühlmann, Peter
dc.date.accessioned
2017-06-13T03:09:20Z
dc.date.available
2017-06-13T03:09:20Z
dc.date.issued
2001
dc.identifier.uri
http://hdl.handle.net/20.500.11850/145327
dc.identifier.doi
10.3929/ethz-a-004218133
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
VOLATILITÄT (FINANZEN)
dc.subject
VORHERSAGETHEORIE (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
VOLATILITY (FINANCE)
dc.subject
PREDICTION THEORY (PROBABILITY THEORY)
dc.title
Volatility and risk estimation with linear and nonlinear methods based on high frequency data
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Research Report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
ethz.journal.volume
96
ethz.size
19 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.identifier.nebis
004218133
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)
ethz.date.deposited
2017-06-13T03:09:31Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a3de757183428
ethz.ecolpid
eth:24222
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-25T14:17:49Z
ethz.rosetta.lastUpdated
2024-02-02T00:59:36Z
ethz.rosetta.versionExported
true
ethz.COinS
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