Measuring and modeling risk using high-frequency data


Härdle, Wolfgang ; Hautsch, Nikolaus ; Pigorsch, Uta



DOI: https://doi.org/10.1007/978-3-540-69179-2_13
URL: https://link.springer.com/chapter/10.1007%2F978-3-...
Additional URL: https://www.econstor.eu/dspace/bitstream/10419/252...
Document Type: Book chapter
Year of publication: 2009
Book title: Applied Quantitative Finance
Page range: 275-294
Publisher: Härdle, Wolfgang K.
Place of publication: Berlin [u.a.]
Publishing house: Springer
ISBN: 978-3-540-69177-8 , 978-3-540-69179-2
Edition: 2.
Publication language: English
Institution: School of Law and Economics > VWL, Angewandte Ökonometrie (Juniorprofessur) (Pigorsch 2007-2014)
Subject: 330 Economics




Dieser Eintrag ist Teil der Universitätsbibliographie.




Metadata export


Citation


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item