Modelling and measuring volatility.

Samankaltaisia teoksia

• Modelling and measuring volatility
  Tekijä: Shephard, N, et al.
  Julkaistu: (2008)
• Aggregation and Model Construction for Volatility Models.
  Tekijä: Barndorff-Nielsen, O, et al.
  Julkaistu: (1998)
• Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.
  Tekijä: Barndorff-Nielsen, O, et al.
  Julkaistu: (2001)
• Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  Tekijä: Shephard, N, et al.
  Julkaistu: (2001)
• Realised power variation and stochastic volatility models
  Tekijä: Barndorff-Nielsen, O, et al.
  Julkaistu: (2003)