Volatiliteettiestimaattoreiden vertailu: range-based -estimaattori vs. GARCH
Main Author: | |
---|---|
Format: | Master's thesis |
Language: | fin |
Published: |
Jyväskylä,
2005.
|
Subjects: | |
Online Access: | https://jyu.finna.fi/Record/jykdok.1005008 |
Physical Description: | 79 sivua |
---|