Pre-Averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
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In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2010, Ausgabe 38, 2010
- Ereignis
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Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
-
2010
- Urheber
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Hautsch, Nikolaus
Podolskij, Mark
- DOI
-
10.18452/4266
- URN
-
urn:nbn:de:kobv:11-100174443
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:46 MESZ
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Beteiligte
- Hautsch, Nikolaus
- Podolskij, Mark
- Humboldt-Universität zu Berlin
Entstanden
- 2010
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