Localized realized volatility modeling


Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta



URL: http://edoc.hu-berlin.de/series/sfb-649-papers/200...
Additional URL: http://www.wise.xmu.edu.cn/UploadFiles/SS/Uploadfi...
Document Type: Working paper
Year of publication: 2009
The title of a journal, publication series: SFB 649 Discussion Paper
Volume: 09-003
Place of publication: Berlin
Publishing house: SFB 649, Humboldt-Univ.
ISSN: 1860-5664
Publication language: English
Institution: School of Law and Economics > Angewandte Ökonometrie (Juniorprofessur) (Pigorsch)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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