European University Institute Library

Impact of jumps on returns and realised variances, econometric analysis of time-deformed Levy processes

Type

Label

Impact of jumps on returns and realised variances, econometric analysis of time-deformed Levy processes

Specific Material Designation

remote

System control number

(OCoLC)1088452652

Instantiates

Impact of jumps on returns and realised variances, econometric analysis of time-deformed Levy processes

Access location

Full-text

Carrier category

online resource

Media category

computer

Publication

Nuffield College, Oxford, 2003

Incoming Resources

Item of
1
- Impact of jumps on returns and realised variances, econometric analysis of time-deformed Levy processes

Outgoing Resources

Instantiates
1
- Impact of jumps on returns and realised variances, econometric analysis of time-deformed Levy processes
Access location
1
- Full-text
Carrier category
1
- online resource
Media category
1
- computer
Publication
1
- Nuffield College, Oxford, 2003