High-Frequency Volatility and Liquidity

DOI10.1007/978-3-540-69179-2_19zbMath1307.91196OpenAlexW18603462MaRDI QIDQ3542269

Nikolaus Hautsch, Vahidin Jeleskovic

Publication date: 1 December 2008

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

Full work available at URL: https://doi.org/10.1007/978-3-540-69179-2_19

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

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