Verfügbarkeit: Ultra high frequency volatility estimation with dependent microstructure noise

Ultra high frequency volatility estimation with dependent microstructure noise:

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Bibliographische Detailangaben
Beteiligte Personen:	Aït-Sahalia, Yacine (VerfasserIn), Mykland, Per A. (VerfasserIn), Zhang, Lan (VerfasserIn)
Format:	Buch
Sprache:	Englisch Deutsch
Veröffentlicht:	Frankfurt am Main Dt. Bundesbank 2005
Schriftenreihe:	Discussion paper / Deutsche Bundesbank : Series 1, Economic studies 2005,30
Schlagwörter:	Zeitreihenanalyse Capital-Asset-Pricing-Modell Mikrostrukturtheorie > Kapitalmarkttheorie
Links:	http://hdl.handle.net/10419/19615
Beschreibung:	Zsfassung in dt. und engl. Sprache
Umfang:	51 S. graph. Darst.
ISBN:	386558084X

Internformat

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Datensatz im Suchindex

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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_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

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