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Estimation of Continuous–Time Financial Models Using High–Frequency Data

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  1. http://edoc.ub.uni-muenchen.de/7113/1/pigorsch_christian.pdf
  2. http://nbn-resolving.de/urn:nbn:de:bvb:19-71137
  3. Pigorsch, Christian (2007): Estimation of Continuous–Time Financial Models Using High–Frequency Data. Dissertation, LMU München: Fakultät für Mathematik, Informatik und Statistik
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Identiferoai:union.ndltd.org:MUENCHEN/oai:edoc.ub.uni-muenchen.de:7113
Date05 June 2007
CreatorsPigorsch, Christian
Publisherlmu
Source SetsDigitale Hochschulschriften der LMU
Detected LanguageEnglish
TypeDissertation, NonPeerReviewed
Formatapplication/pdf
Relationhttp://edoc.ub.uni-muenchen.de/7113/

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