Mancino, Maria Elvira
Fourier-Malliavin Volatility Estimation
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
Nyckelord: Mathematics, Quantitative Finance, Game Theory, Economics, Social and Behav. Sciences, Data Mining and Knowledge Discovery
- Författare
- Mancino, Maria Elvira
- Recchioni, Maria Cristina
- Sanfelici, Simona
- Utgivare
- Springer
- Utgivningsår
- 2017
- Språk
- en
- Utgåva
- 1
- Serie
- SpringerBriefs in Quantitative Finance
- Sidantal
- 10 sidor
- Kategori
- Naturvetenskaper
- Format
- E-bok
- eISBN (PDF)
- 9783319509693
- Tryckt ISBN
- 978-3-319-50967-9
