Jumps and microstructure noise in stock price volatility

Jumps and microstructure noise in stock price volatility

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Bibliographische Detailangaben
Veröffentlicht in:Stock market volatility
1. Verfasser: Sen, Rituparna (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Faktorenanalyse > Volatilität > Aktienmarkt > Risikomaß > Portfolio-Management > Aufsatz im Buch
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