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Contributions to short-term financial risk management : volatility in high frequency data, Lévy processes and the dependence of jumps /

Zugl.: Köln, University, Diss., 2008.

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/300462155
Date January 2008
CreatorsGrothe, Oliver.
PublisherMünster : Verl.-Haus Monsenstein und Vannerdat,
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish

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