A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series

P.L.M. Bossaerts, W. Haerdle, C. Hafner

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationFinanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren
EditorsG. Bol, G. Nakhaeizadeh, K.H. Vollmer
Place of PublicationHeidelberg
Number of pages14
ISBN (Print)379080925X
Publication statusPublished - 1996

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