Modelling and measuring volatility.

Gelijkaardige items

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