A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
Bossaerts, P.; Härdle, Wolfgang; Hafner, Christian
1996

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Title A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
Author(s) Bossaerts, P. ; Härdle, Wolfgang ; Hafner, Christian
Published in Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren
Pages 71-84
Date 1996
Publisher Physica Verlag
Keywords
Laboratories SFI-PB
Record Appears in Scientific production and competences > CDM - College of Management of Technology > SFI - Swiss Finance Institute at EPFL > SFI-PB - Laboratory for Decision Making under Uncertainty
Scientific production and competences > Archives > CDM - College of Management of Technology > SFI-PB - Laboratory for Decision Making under Uncertainty
Peer-reviewed publications
Work produced at EPFL
Book chapters
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