A new method for volatility estimation with applications in foreign exchange rate series:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
1995
|
| Ausgabe: | Preliminary version |
| Schriftenreihe: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1995,45 |
| Beschreibung: | 11 S. graph. Darst. |
Internformat
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV026413679 | ||
| 003 | DE-604 | ||
| 005 | 20110228 | ||
| 007 | t | ||
| 008 | 110326s1995 d||| |||| 00||| eng d | ||
| 035 | |a (OCoLC)918351902 | ||
| 035 | |a (DE-599)BVBBV026413679 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 100 | 1 | |a Bossaerts, Peter L. |d 1960- |e Verfasser |0 (DE-588)123816424 |4 aut | |
| 245 | 1 | 0 | |a A new method for volatility estimation with applications in foreign exchange rate series |c Peter Bossaerts ; Wolfgang Härdle ; Christian Hafner |
| 250 | |a Preliminary version | ||
| 264 | 1 | |a Berlin |c 1995 | |
| 300 | |a 11 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1995,45 | |
| 700 | 1 | |a Härdle, Wolfgang |d 1953- |e Verfasser |0 (DE-588)110357116 |4 aut | |
| 700 | 1 | |a Hafner, Christian M. |d 1967- |e Verfasser |0 (DE-588)115629793 |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 1995,45 |w (DE-604)BV012925295 |9 1995,45 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-021987685 | ||
Datensatz im Suchindex
| _version_ | 1804144935450968064 |
|---|---|
| any_adam_object | |
| author | Bossaerts, Peter L. 1960- Härdle, Wolfgang 1953- Hafner, Christian M. 1967- |
| author_GND | (DE-588)123816424 (DE-588)110357116 (DE-588)115629793 |
| author_facet | Bossaerts, Peter L. 1960- Härdle, Wolfgang 1953- Hafner, Christian M. 1967- |
| author_role | aut aut aut |
| author_sort | Bossaerts, Peter L. 1960- |
| author_variant | p l b pl plb w h wh c m h cm cmh |
| building | Verbundindex |
| bvnumber | BV026413679 |
| ctrlnum | (OCoLC)918351902 (DE-599)BVBBV026413679 |
| edition | Preliminary version |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01276nam a2200301 cb4500</leader><controlfield tag="001">BV026413679</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110228 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">110326s1995 d||| |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)918351902</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV026413679</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bossaerts, Peter L.</subfield><subfield code="d">1960-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)123816424</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A new method for volatility estimation with applications in foreign exchange rate series</subfield><subfield code="c">Peter Bossaerts ; Wolfgang Härdle ; Christian Hafner</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">Preliminary version</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="c">1995</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">11 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse</subfield><subfield code="v">1995,45</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Härdle, Wolfgang</subfield><subfield code="d">1953-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)110357116</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Hafner, Christian M.</subfield><subfield code="d">1967-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)115629793</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin></subfield><subfield code="t">Discussion paper</subfield><subfield code="v">1995,45</subfield><subfield code="w">(DE-604)BV012925295</subfield><subfield code="9">1995,45</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021987685</subfield></datafield></record></collection> |
| id | DE-604.BV026413679 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T23:11:27Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021987685 |
| oclc_num | 918351902 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 11 S. graph. Darst. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| record_format | marc |
| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Bossaerts, Peter L. 1960- Verfasser (DE-588)123816424 aut A new method for volatility estimation with applications in foreign exchange rate series Peter Bossaerts ; Wolfgang Härdle ; Christian Hafner Preliminary version Berlin 1995 11 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1995,45 Härdle, Wolfgang 1953- Verfasser (DE-588)110357116 aut Hafner, Christian M. 1967- Verfasser (DE-588)115629793 aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1995,45 (DE-604)BV012925295 1995,45 |
| spellingShingle | Bossaerts, Peter L. 1960- Härdle, Wolfgang 1953- Hafner, Christian M. 1967- A new method for volatility estimation with applications in foreign exchange rate series |
| title | A new method for volatility estimation with applications in foreign exchange rate series |
| title_auth | A new method for volatility estimation with applications in foreign exchange rate series |
| title_exact_search | A new method for volatility estimation with applications in foreign exchange rate series |
| title_full | A new method for volatility estimation with applications in foreign exchange rate series Peter Bossaerts ; Wolfgang Härdle ; Christian Hafner |
| title_fullStr | A new method for volatility estimation with applications in foreign exchange rate series Peter Bossaerts ; Wolfgang Härdle ; Christian Hafner |
| title_full_unstemmed | A new method for volatility estimation with applications in foreign exchange rate series Peter Bossaerts ; Wolfgang Härdle ; Christian Hafner |
| title_short | A new method for volatility estimation with applications in foreign exchange rate series |
| title_sort | a new method for volatility estimation with applications in foreign exchange rate series |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT bossaertspeterl anewmethodforvolatilityestimationwithapplicationsinforeignexchangerateseries AT hardlewolfgang anewmethodforvolatilityestimationwithapplicationsinforeignexchangerateseries AT hafnerchristianm anewmethodforvolatilityestimationwithapplicationsinforeignexchangerateseries |