Title |
Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps / Oliver Grothe |
|---|---|
Involved |
Oliver Grothe (Verfasser) |
Published |
Münster: Verl.-Haus Monsenstein und Vannerdat |
Extent |
140 S. : graph. Darst. |
Thesis |
Zugl.: Köln, Univ., Diss., 2008 |
ISBN |
978-3-86582-778-4 |
Language |
|
Country |
|
Topic |
|
Subject |
Hochfrequenzhandel, Zeitreihenanalyse, Lévy-Prozess, Volatilität, Kurzfristige Analyse |
DDC notation |
|
Series |
MV-Wissenschaft |
Record ID |
991504089 |
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