Original language | English |
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Title of host publication | Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren |
Editors | G. Bol, G. Nakhaeizadeh, K.H. Vollmer |
Place of Publication | Heidelberg |
Publisher | Physica-Verlag |
Pages | 71-84 |
Number of pages | 14 |
ISBN (Print) | 379080925X |
Publication status | Published - 1996 |
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 proceeding › Chapter › Scientific › peer-review