Volatility and risk estimation with linear and nonlinear methods based on high frequency data

Applied Financial Economics

Volumn 14, Issue 10, 2004, Pages 717-729

  Dettling, Marcel ^a   Bühlmann, Peter ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

DATA INTERPRETATION; RISK ASSESSMENT;

EID: 3142773463     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/0960310042000243556     Document Type: Article

References (16)

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