Modelling and measuring volatility.

Slični predmeti

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