E-Dissertationen: Auflistung E-Dissertationen nach Autor "Pigorsch, Uta"
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Modeling the Dynamics of Stock Prices Using Realized Variation Measures
Pigorsch, Uta (2007)Recently, the availability of high-frequency financial data has opened new research directions for modeling the volatility of asset returns. In particular, building on the theory of quadratic variation, the high-frequency ...