Ultra high frequency volatility estimation with dependent microstructure noise:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English German |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2005
|
| Schriftenreihe: | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies
2005,30 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Zsfassung in dt. und engl. Sprache |
| Beschreibung: | 51 S. graph. Darst. |
| ISBN: | 386558084X |
Internformat
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| 264 | 1 | |a Frankfurt am Main |b Dt. Bundesbank |c 2005 | |
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Datensatz im Suchindex
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| author_facet | Aït-Sahalia, Yacine Mykland, Per A. Zhang, Lan |
| author_role | aut aut aut |
| author_sort | Aït-Sahalia, Yacine |
| author_variant | y a s yas p a m pa pam l z lz |
| building | Verbundindex |
| bvnumber | BV021530527 |
| classification_rvk | QB 910 |
| collection | ebook |
| ctrlnum | (OCoLC)181554585 (DE-599)BVBBV021530527 |
| dewey-full | 332.678015118 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.678015118 |
| dewey-search | 332.678015118 |
| dewey-sort | 3332.678015118 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV021530527 |
| illustrated | Illustrated |
| index_date | 2024-07-02T14:25:12Z |
| indexdate | 2024-07-09T20:37:56Z |
| institution | BVB |
| isbn | 386558084X |
| language | English German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014746877 |
| oclc_num | 181554585 |
| open_access_boolean | 1 |
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| owner_facet | DE-12 DE-355 DE-BY-UBR DE-473 DE-BY-UBG DE-20 DE-11 DE-188 |
| physical | 51 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank : Series 1, Economic studies |
| spelling | Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut Ultra high frequency volatility estimation with dependent microstructure noise Yacine Aït-Sahalia ; Per A. Mykland ; Lan Zhang Frankfurt am Main Dt. Bundesbank 2005 51 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2005,30 Zsfassung in dt. und engl. Sprache Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd rswk-swf Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd rswk-swf Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 s Capital-Asset-Pricing-Modell (DE-588)4121078-5 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Mykland, Per A. Verfasser (DE-588)124786138 aut Zhang, Lan Verfasser (DE-588)128978996 aut Deutsche Bundesbank Discussion paper Series 1, Economic studies ; 2005,30 (DE-604)BV017594637 2005,30 http://hdl.handle.net/10419/19615 Verlag kostenfrei Volltext |
| spellingShingle | Aït-Sahalia, Yacine Mykland, Per A. Zhang, Lan Ultra high frequency volatility estimation with dependent microstructure noise Zeitreihenanalyse (DE-588)4067486-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4121078-5 (DE-588)4508395-2 |
| title | Ultra high frequency volatility estimation with dependent microstructure noise |
| title_auth | Ultra high frequency volatility estimation with dependent microstructure noise |
| title_exact_search | Ultra high frequency volatility estimation with dependent microstructure noise |
| title_exact_search_txtP | Ultra high frequency volatility estimation with dependent microstructure noise |
| title_full | Ultra high frequency volatility estimation with dependent microstructure noise Yacine Aït-Sahalia ; Per A. Mykland ; Lan Zhang |
| title_fullStr | Ultra high frequency volatility estimation with dependent microstructure noise Yacine Aït-Sahalia ; Per A. Mykland ; Lan Zhang |
| title_full_unstemmed | Ultra high frequency volatility estimation with dependent microstructure noise Yacine Aït-Sahalia ; Per A. Mykland ; Lan Zhang |
| title_short | Ultra high frequency volatility estimation with dependent microstructure noise |
| title_sort | ultra high frequency volatility estimation with dependent microstructure noise |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Capital-Asset-Pricing-Modell (DE-588)4121078-5 gnd Mikrostrukturtheorie Kapitalmarkttheorie (DE-588)4508395-2 gnd |
| topic_facet | Zeitreihenanalyse Capital-Asset-Pricing-Modell Mikrostrukturtheorie Kapitalmarkttheorie |
| url | http://hdl.handle.net/10419/19615 |
| volume_link | (DE-604)BV017594637 |
| work_keys_str_mv | AT aitsahaliayacine ultrahighfrequencyvolatilityestimationwithdependentmicrostructurenoise AT myklandpera ultrahighfrequencyvolatilityestimationwithdependentmicrostructurenoise AT zhanglan ultrahighfrequencyvolatilityestimationwithdependentmicrostructurenoise |