| 书目名称 | Fourier-Malliavin Volatility Estimation |
| 副标题 | Theory and Practice |
| 编辑 | Maria Elvira Mancino,Maria Cristina Recchioni,Simo |
| 视频video | |
| 概述 | User-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation and its possible extensions.Provides details to efficiently implement the proposed estimato |
| 丛书名称 | SpringerBriefs in Quantitative Finance |
| 图书封面 |  |
| 描述 | .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. . |
| 出版日期 | Book 2017 |
| 关键词 | Fourier Analysis; Convolution; Multivariate Volatility; Non-parametric Estimation; High Frequency Data; M |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-50969-3 |
| isbn_softcover | 978-3-319-50967-9 |
| isbn_ebook | 978-3-319-50969-3Series ISSN 2192-7006 Series E-ISSN 2192-7014 |
| issn_series | 2192-7006 |
| copyright | The Author(s) 2017 |
发表于 2025-3-21 17:32:08
