|
|
|
|
| LEADER |
02616nam a22005175i 4500 |
| 001 |
978-3-319-50969-3 |
| 003 |
DE-He213 |
| 005 |
20170301163629.0 |
| 007 |
cr nn 008mamaa |
| 008 |
170301s2017 gw | s |||| 0|eng d |
| 020 |
|
|
|a 9783319509693
|9 978-3-319-50969-3
|
| 024 |
7 |
|
|a 10.1007/978-3-319-50969-3
|2 doi
|
| 040 |
|
|
|d GrThAP
|
| 050 |
|
4 |
|a HB135-147
|
| 072 |
|
7 |
|a KF
|2 bicssc
|
| 072 |
|
7 |
|a MAT003000
|2 bisacsh
|
| 072 |
|
7 |
|a BUS027000
|2 bisacsh
|
| 082 |
0 |
4 |
|a 519
|2 23
|
| 100 |
1 |
|
|a Mancino, Maria Elvira.
|e author.
|
| 245 |
1 |
0 |
|a Fourier-Malliavin Volatility Estimation
|h [electronic resource] :
|b Theory and Practice /
|c by Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici.
|
| 264 |
|
1 |
|a Cham :
|b Springer International Publishing :
|b Imprint: Springer,
|c 2017.
|
| 300 |
|
|
|a X, 138 p. 25 illus. in color.
|b online resource.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 347 |
|
|
|a text file
|b PDF
|2 rda
|
| 490 |
1 |
|
|a SpringerBriefs in Quantitative Finance,
|x 2192-7006
|
| 505 |
0 |
|
|a Introduction -- A First Glance at Fourier Method -- Estimation of Integrated Volatility -- Estimation of Instantaneous Volatility -- High Frequency Analysis: Market Microstructure Noise Issues -- Getting Inside the Latent Volatility -- Mathematical Essentials -- Codes for the Fourier Estimator.
|
| 520 |
|
|
|a This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data. A detailed bibliographic reference is included to permit an in-depth study. .
|
| 650 |
|
0 |
|a Mathematics.
|
| 650 |
|
0 |
|a Data mining.
|
| 650 |
|
0 |
|a Game theory.
|
| 650 |
|
0 |
|a Economics, Mathematical.
|
| 650 |
1 |
4 |
|a Mathematics.
|
| 650 |
2 |
4 |
|a Quantitative Finance.
|
| 650 |
2 |
4 |
|a Game Theory, Economics, Social and Behav. Sciences.
|
| 650 |
2 |
4 |
|a Data Mining and Knowledge Discovery.
|
| 700 |
1 |
|
|a Recchioni, Maria Cristina.
|e author.
|
| 700 |
1 |
|
|a Sanfelici, Simona.
|e author.
|
| 710 |
2 |
|
|a SpringerLink (Online service)
|
| 773 |
0 |
|
|t Springer eBooks
|
| 776 |
0 |
8 |
|i Printed edition:
|z 9783319509679
|
| 830 |
|
0 |
|a SpringerBriefs in Quantitative Finance,
|x 2192-7006
|
| 856 |
4 |
0 |
|u http://dx.doi.org/10.1007/978-3-319-50969-3
|z Full Text via HEAL-Link
|
| 912 |
|
|
|a ZDB-2-SMA
|
| 950 |
|
|
|a Mathematics and Statistics (Springer-11649)
|
