Extreme value volatility estimators : a simulation study

Extreme value volatility estimators : a simulation study

datePublished

• 1996

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 552666
• propertyID: FI-MELINDA value: 001000651
• propertyID: skl value: fx552666

isbn

• 9515555086

isPartOf

• Fennica
• Working papers / Swedish School of Economics and Business Administration

name

• Extreme value volatility estimators : a simulation study

numberOfPages

• 31, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Helsinki organizer: Svenska handelshögskolan

publisher

• Svenska handelshögskolan