Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Advisor "Woerner, Jeannette Prof. Dr."
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Bipower-variation bei Finanzmarktdaten mit unregelmaessigen Beobachtungsabstaenden
(2008-01-25)This project considers an estimation concept for integreted volatility and variance. We finde an application in volatlity derivatives. We consider continuous stochastic volatility processes ...