Measuring and Modeling Risk Using High-Frequency Data

DOI10.1007/978-3-540-69179-2_13zbMath1307.91195OpenAlexW1576023044MaRDI QIDQ3542262

Nikolaus Hautsch, Uta Pigorsch, Wolfgang Karl Härdle

Publication date: 1 December 2008

Published in: Applied Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2008-045.pdf

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

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