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Mancino, Maria Elvira

Fourier-Malliavin Volatility Estimation

Mancino, Maria Elvira - Fourier-Malliavin Volatility Estimation, ebook

66,10€

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ISBN: 9783319509693
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Table of contents

1. Introduction
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

2. A First Glance at Fourier Method
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

3. Estimation of Integrated Volatility
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

4. Estimation of Instantaneous Volatility
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

5. High Frequency Analysis: Market Microstructure Noise Issues
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

6. Getting Inside the Latent Volatility
Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici

Keywords: Mathematics, Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences, Data Mining and Knowledge Discovery

Author(s)
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
SpringerBriefs in Quantitative Finance
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319509693
Printed ISBN
978-3-319-50967-9

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