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Fourier-Malliavin Volatility Estimation Theory and Practice /

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 t...

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Main Authors: Mancino, Maria Elvira. (Author, http://id.loc.gov/vocabulary/relators/aut), Recchioni, Maria Cristina. (http://id.loc.gov/vocabulary/relators/aut), Sanfelici, Simona. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:SpringerBriefs in Quantitative Finance,
Subjects:
Economics, Mathematical .
Game theory.
Data mining.
Quantitative Finance.
Game Theory, Economics, Social and Behav. Sciences.
Data Mining and Knowledge Discovery.
Online Access:https://doi.org/10.1007/978-3-319-50969-3

Internet

https://doi.org/10.1007/978-3-319-50969-3

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