A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
1996
Details
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
Published
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