Empirical analysis of estimates of realized volatility in financial risk control problems (Q2508815): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10559-006-0007-5 / rank | |||
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| Property / OpenAlex ID: W2038943244 / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: On measuring volatility of diffusion processes with high frequency data / rank | |||
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| Property / cites work: Fourier series method for measurement of multivariate volatilities / rank | |||
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Latest revision as of 21:56, 24 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical analysis of estimates of realized volatility in financial risk control problems |
scientific article |
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Empirical analysis of estimates of realized volatility in financial risk control problems (English)
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20 October 2006
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realized (historic) volatility
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financial index
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yield
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high-frequency data
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unevenly sample data
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