rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Fourier-Malliavin Volatility Estimation
    sub title: Theory and Practice
  name:
    name part: Mancino, Maria Elvira.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Recchioni, Maria Cristina.
    role:
      role term: author.
  name:
    name part: Sanfelici, Simona.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2017
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: X, 138 p. 25 illus. in color. online resource.
  abstract: 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. .
  table of contents: 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.
  note: by Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici.
  subject:
    topic: Mathematics
  subject:
    topic: Data mining
  subject:
    topic: Game theory
  subject:
    topic: Economics, Mathematical
  subject:
    topic: Mathematics
  subject:
    topic: Quantitative Finance
  subject:
    topic: Game Theory, Economics, Social and Behav. Sciences
  subject:
    topic: Data Mining and Knowledge Discovery
  classification: HB135-147
  classification: 519
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: SpringerBriefs in Quantitative Finance
  identifier: 9783319509693
  identifier: http://dx.doi.org/10.1007/978-3-319-50969-3
  record info:
    record creation date: 170301
    record change date: 20170301163629.0
    record identifier: 978-3-319-50969-3