Volatility and risk estimation with linear and nonlinear methods based on high frequency data
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Author / Producer
Date
2001
Publication Type
Working Paper
ETH Bibliography
yes
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Data
Rights / License
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Publication status
published
External links
Editor
Book title
Volume
96
Pages / Article No.
Publisher
ETH Zürich, Seminar für Statistik
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
VOLATILITÄT (FINANZEN); VORHERSAGETHEORIE (WAHRSCHEINLICHKEITSRECHNUNG); VOLATILITY (FINANCE); PREDICTION THEORY (PROBABILITY THEORY)
Organisational unit
02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)