Infoscience

Book Chapter

A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series

Bossaerts, P.; Härdle, Wolfgang; Hafner, Christian
  • Published in: Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren, p. 71-84
  • Physica Verlag, 1996

    Keywords: Applied Econometrics

    Reference

    • SFI-PB-CHAPTER-1996-002

    Record created on 2008-03-12, modified on 2017-05-12

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