| 書目名稱 | Fourier-Malliavin Volatility Estimation |
| 副標(biāo)題 | Theory and Practice |
| 編輯 | Maria Elvira Mancino,Maria Cristina Recchioni,Simo |
| 視頻video | http://file.papertrans.cn/348/347268/347268.mp4 |
| 概述 | User-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation and its possible extensions.Provides details to efficiently implement the proposed estimato |
| 叢書名稱 | SpringerBriefs in Quantitative Finance |
| 圖書封面 |  |
| 描述 | .This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings.? Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data.? A detailed bibliographic reference is included to permit an in-depth study.?. |
| 出版日期 | Book 2017 |
| 關(guān)鍵詞 | Fourier Analysis; Convolution; Multivariate Volatility; Non-parametric Estimation; High Frequency Data; M |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-50969-3 |
| isbn_softcover | 978-3-319-50967-9 |
| isbn_ebook | 978-3-319-50969-3Series ISSN 2192-7006 Series E-ISSN 2192-7014 |
| issn_series | 2192-7006 |
| copyright | The Author(s) 2017 |
|Archiver|手機(jī)版|小黑屋|
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