Localized Realized Volatility Modeling


Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta



URL: http://dx.doi.org/10.1198/jasa.2010.ap09039
Additional URL: http://www.jstor.org/stable/27920172
Document Type: Article
Year of publication: 2010
The title of a journal, publication series: Journal of the American Statistical Association : JASA
Volume: 105
Issue number: 492
Page range: 1376-1393
Place of publication: London [u.a.]
Publishing house: Taylor & Francis Group
ISSN: 0162-1459 , 1537-274X
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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Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta (2010) Localized Realized Volatility Modeling. Journal of the American Statistical Association : JASA London [u.a.] 105 492 1376-1393 [Article]


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