New testing and estimation methods for modelling developments of securities.

MaRDI QIDQ3550592zbMATH OpenFDO

Authors Daniel Ziggel

Publication date 31 March 2010

Full work available at URL http://www-brs.ub.ruhr-uni-bochum.de/netahtml/HSS/Diss/ZiggelDaniel/

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Statistical methods; risk measures (91G70)

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Cited in

(1)

• New theory of estimation of integrated volatility with applications.

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