Covolatility

Language: English

Published by LAP LAMBERT Academic Publishing Mär 2013, 2013

3659363367 / 9783659363368

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Softcover

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This item is printed on demand - Print on Demand Titel. Neuware -The variance-covariance matrix for multiple stochastic processes is of great interest in most financial applications, such as portfolio selection and risk management. One needs to estimate the covariance of a pair of security prices when the processes are observed at random times with noise. We propose a new estimator for this covariance, called the random lead-lag estimator, derive its properties and compare it to some other estimators that have been proposed recently.OmniScriptum SRL, Str. Armeneasca 28/1, office 1, 2012 Chisinau 56 pp. Englisch.

Seller Inventory # 9783659363368

Title
Covolatility
Author
Qiuyan Xu
Publisher
LAP LAMBERT Academic Publishing Mär 2013
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659363367
ISBN 13
9783659363368
Item weight
102 grams
Dimensions
220x150x4 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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