Show simple item record

AuthorMueller, Hans-Georgdc.contributor.author
AuthorSen, Rituparnadc.contributor.author
AuthorStadtmüller, Ulrichdc.contributor.author
Date of accession2018-05-09T07:01:48Zdc.date.accessioned
Available in OPARU since2018-05-09T07:01:48Zdc.date.available
Date of first publication2011dc.date.issued
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
KeywordDiffusion modeldc.subject
KeywordFunctional principal componentdc.subject
KeywordFunctional regressiondc.subject
KeywordHigh frequency tradingdc.subject
KeywordMarket returnsdc.subject
KeywordPredictiondc.subject
KeywordVolatility processdc.subject
KeywordTrajectories of volatilitydc.subject
Keywordterm structure dynamicsdc.subject
Keywordhigh-frequency datadc.subject
Keywordnonparametric-estimationdc.subject
Keyworddiffusion-coefficientdc.subject
Keywordfinancial econometricsdc.subject
Keywordstochastic regressiondc.subject
Keywordintegrated volatilitydc.subject
Keywordmicrostructure noisedc.subject
Keywordlongitudinal datadc.subject
Keywordspot volatilitydc.subject
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
TitleFunctional data analysis for volatilitydc.title
Resource typeWissenschaftlicher Artikeldc.type
InstitutionInstitut für Mathematikuulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
CategoryPublikationsnachweiseuulm.category
DOI (external)10.1016/j.jeconom.2011.08.002dc.identifier.doiExternal
Source - Title of sourceJournal of Econometricssource.title
Source - Place of publicationElsevier Sciencesource.publisher
Source - Volume165source.volume
Source - Issue2source.issue
Source - Year2011source.year
Source - From page233source.fromPage
Source - To page245source.toPage
Source - ISSN0304-4076source.identifier.issn
Source - eISSN1872-6895source.identifier.eissn
Open AccessNouulm.OA
WoS000297610000008uulm.identifier.wos
Bibliographyuulmuulm.bibliographie


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record