Modelling and measuring volatility.
Główni autorzy: | Barndorff-Nielsen, O, Shephard, N |
---|---|
Format: | Working paper |
Język: | English |
Wydane: |
Oxford-Man Institute of Quantitative Finance
2008
|
Podobne zapisy
-
Modelling and measuring volatility
od: Shephard, N, i wsp.
Wydane: (2008) -
Aggregation and Model Construction for Volatility Models.
od: Barndorff-Nielsen, O, i wsp.
Wydane: (1998) -
Econometric Analysis of Realised Volatility and Its Use in Estimating Stochastic Volatility Models.
od: Barndorff-Nielsen, O, i wsp.
Wydane: (2001) -
Econometric analysis of realised volatility and its use in estimating stochastic volatility models
od: Shephard, N, i wsp.
Wydane: (2001) -
Realised power variation and stochastic volatility models
od: Barndorff-Nielsen, O, i wsp.
Wydane: (2003)