Fourier-Malliavin Volatility Estimation (Record no. 427308)
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000 -LEADER | |
---|---|
fixed length control field | 02975nam a22005295i 4500 |
020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
International Standard Book Number | 9783319509693 |
-- | 978-3-319-50969-3 |
024 7# - | |
-- | 10.1007/978-3-319-50969-3 |
-- | doi |
040 ## - | |
-- | ISI Library, Kolkata |
050 #4 - | |
-- | HB135-147 |
072 #7 - | |
-- | KF |
-- | bicssc |
072 #7 - | |
-- | MAT003000 |
-- | bisacsh |
072 #7 - | |
-- | KF |
-- | thema |
082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
Classification number | 519 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Mancino, Maria Elvira. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Fourier-Malliavin Volatility Estimation |
Medium | [electronic resource] : |
Remainder of title | Theory and Practice / |
Statement of responsibility, etc | by Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici. |
942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
Koha item type | E-BOOKS |
100 1# - MAIN ENTRY--PERSONAL NAME | |
-- | author. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
Place of production, publication, distribution, manufacture | Cham : |
Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture | 2017. |
300 ## - | |
-- | X, 138 p. 25 illus. in color. |
-- | online resource. |
336 ## - CONTENT TYPE | |
Content Type Term | text |
Content Type Code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media Type Term | computer |
Media Type Code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier Type Term | online resource |
Carrier Type Code | cr |
Source | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - | |
-- | SpringerBriefs in Quantitative Finance, |
-- | 2192-7006 |
505 0# - | |
-- | Introduction -- A First Glance at Fourier Method -- Estimation of Integrated Volatility -- Estimation of Instantaneous Volatility -- High Frequency Analysis: Market Microstructure Noise Issues -- Getting Inside the Latent Volatility -- Mathematical Essentials -- Codes for the Fourier Estimator. |
520 ## - | |
-- | 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 this methodology in various financial settings and applications of real-life data. A detailed bibliographic reference is included to permit an in-depth study. . |
650 #0 - | |
-- | Finance. |
650 #0 - | |
-- | Mathematics. |
650 #0 - | |
-- | Data mining. |
650 14 - | |
-- | Quantitative Finance. |
-- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 24 - | |
-- | Game Theory, Economics, Social and Behav. Sciences. |
-- | http://scigraph.springernature.com/things/product-market-codes/M13011 |
650 24 - | |
-- | Data Mining and Knowledge Discovery. |
-- | http://scigraph.springernature.com/things/product-market-codes/I18030 |
700 1# - | |
-- | Recchioni, Maria Cristina. |
-- | author. |
-- | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
700 1# - | |
-- | Sanfelici, Simona. |
-- | author. |
-- | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
710 2# - | |
-- | SpringerLink (Online service) |
773 0# - | |
-- | Springer eBooks |
776 08 - | |
-- | Printed edition: |
-- | 9783319509679 |
776 08 - | |
-- | Printed edition: |
-- | 9783319509686 |
830 #0 - | |
-- | SpringerBriefs in Quantitative Finance, |
-- | 2192-7006 |
856 40 - | |
-- | https://doi.org/10.1007/978-3-319-50969-3 |
912 ## - | |
-- | ZDB-2-SMA |
950 ## - | |
-- | Mathematics and Statistics (Springer-11649) |
No items available.