Modelling and measuring volatility.

Lignende værker

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