Model-based measurement of actual volatility in high-frequency data

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Bibliographische Detailangaben
Veröffentlicht in:	Econometric analysis of financial and economic time series ; part a
1. Verfasser:	Jungbacker, Borus (VerfasserIn)
Weitere Verfasser:	Koopman, Siem Jan (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2006
Schlagworte:	Zeitreihenanalyse > Prognoseverfahren > Volatilität > Maximum-Likelihood-Schätzung > Aufsatz im Buch
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