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Fourier-Malliavin Volatility Estimation (Record no. 427308)

MARC details
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
-- PDF
-- 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.

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