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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, 71-84
Year:
1996
Publisher:
Physica Verlag
Keywords:
Applied Econometrics
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
Published



 Record created 2008-03-12, last modified 2018-03-17


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