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

Original language	English
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

Cite this

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title = "A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series",

author = "P.L.M. Bossaerts and W. Haerdle and C. Hafner",

note = "Pagination: 14",

year = "1996",

language = "English",

isbn = "379080925X",

pages = "71--84",

editor = "G. Bol and G. Nakhaeizadeh and K.H. Vollmer",

booktitle = "Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren",

publisher = "Physica-Verlag",

address = "Germany",

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A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series. / Bossaerts, P.L.M.; Haerdle, W.; Hafner, C.
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren. ed. / G. Bol; G. Nakhaeizadeh; K.H. Vollmer. Heidelberg: Physica-Verlag, 1996. p. 71-84.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review

TY - CHAP

T1 - A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series

AU - Bossaerts, P.L.M.

AU - Haerdle, W.

AU - Hafner, C.

N1 - Pagination: 14

PY - 1996

Y1 - 1996

M3 - Chapter

SN - 379080925X

SP - 71

EP - 84

BT - Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren

A2 - Bol, G.

A2 - Nakhaeizadeh, G.

A2 - Vollmer, K.H.

PB - Physica-Verlag

CY - Heidelberg

ER -