Modelling and measuring volatility.
| Main Authors: | , |
|---|---|
| Format: | Working paper |
| Jezik: | English |
| Izdano: |
Oxford-Man Institute of Quantitative Finance
2008
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| _version_ | 1826286530934603776 |
|---|---|
| author | Barndorff-Nielsen, O Shephard, N |
| author_facet | Barndorff-Nielsen, O Shephard, N |
| author_sort | Barndorff-Nielsen, O |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T01:45:09Z |
| format | Working paper |
| id | oxford-uuid:98267cc3-56ee-4a7f-bac1-2aaaa13f4a91 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T01:45:09Z |
| publishDate | 2008 |
| publisher | Oxford-Man Institute of Quantitative Finance |
| record_format | dspace |
| spelling | oxford-uuid:98267cc3-56ee-4a7f-bac1-2aaaa13f4a912022-03-27T00:05:05ZModelling and measuring volatility.Working paperhttp://purl.org/coar/resource_type/c_8042uuid:98267cc3-56ee-4a7f-bac1-2aaaa13f4a91EnglishDepartment of Economics - ePrintsOxford-Man Institute of Quantitative Finance2008Barndorff-Nielsen, OShephard, N |
| spellingShingle | Barndorff-Nielsen, O Shephard, N Modelling and measuring volatility. |
| title | Modelling and measuring volatility. |
| title_full | Modelling and measuring volatility. |
| title_fullStr | Modelling and measuring volatility. |
| title_full_unstemmed | Modelling and measuring volatility. |
| title_short | Modelling and measuring volatility. |
| title_sort | modelling and measuring volatility |
| work_keys_str_mv | AT barndorffnielseno modellingandmeasuringvolatility AT shephardn modellingandmeasuringvolatility |