Empirical analysis of estimates of realized volatility in financial risk control problems (Q2508815): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: On measuring volatility of diffusion processes with high frequency data / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Fourier series method for measurement of multivariate volatilities / rank | |||
Normal rank |
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 |
Statements
Empirical analysis of estimates of realized volatility in financial risk control problems (English)
0 references
20 October 2006
0 references
realized (historic) volatility
0 references
financial index
0 references
yield
0 references
high-frequency data
0 references
unevenly sample data
0 references