Volatility decomposition and nonparametric estimation of spot volatility of models with poisson sampling under market microstructure noise
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Book/Monograph Hochschulschrift |
| Sprache: | Englisch |
| Veröffentlicht: |
Heidelberg
2016
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| DOI: | 10.11588/heidok.00021450 |
| Schlagworte: | |
| Online-Zugang: | Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.11588/heidok.00021450 Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-214504 Resolving-System, Volltext: https://nbn-resolving.org/urn:nbn:de:bsz:16-heidok-214504 Langzeitarchivierung Nationalbibliothek, Volltext: http://d-nb.info/1180615786/34 Verlag, kostenfrei, Volltext: http://www.ub.uni-heidelberg.de/archiv/21450 Resolving-System, Unbekannt: https://doi.org/10.11588/heidok.00021450 
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| Verfasserangaben: | vorgelegt von Diplom-Mathematiker Sophon Tunyavetchakit aus Bangkok/Thailand ; Gutachter: Prof. Dr. Rainer Dalhaus |
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