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1 Ergebnisse
1
Using daily range data to calibrate volatility diffusions a..:
, In:
The review of economics and statistics / publ. for Harvard University
Gallant, A. Ronald
. (1999) 4 - p. 617-631
Exemplar:
Zentrale
;
RT Journal Article T1
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
UL https://suche.suub.uni-bremen.de/peid=B30921614&Exemplar=1&LAN=DE A1 Gallant, A. Ronald YR 1999 NO : Graph. Darst JF The review of economics and statistics / publ. for Harvard University VO 81 IS 4 SP 617 OP 631 LK http://katalog.suub.uni-bremen.de/DB=1/LNG=DU/CMD?ACT=SRCHA&IKT=8000&TRM=12589010* CN E02: z vwl 001 jc/393 CN Magazin Zs: fb 6393 CN Magazin Zs: fb 6393 SF ELIB - SuUB Bremen
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