High-Frequency and Model-Free Volatility Estimators

By Robert Slepaczuk

This paper focuses on volatility of financial markets, which is one of the most important issues in finance, especially with regards to modelling high-frequency data. Risk management, asset pricing... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3844356932
• ISBN13: 9783844356939
• Release Date: February 2013
• Publisher: LAP Lambert Academic Publishing
• Length: 60 Pages
• Weight: 0.22 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"