02558nam0 2200517 i 450 VAN012344520230703020218.609N978331950969320190920d2017 |0itac50 baengCH|||| |||||Fourier-Malliavin Volatility EstimationTheory and PracticeMaria Elvira Mancino, Maria Cristina Recchioni, Simona SanfeliciChamSpringer2017X, 135 p.ill.24 cm001VAN01029342001 SpringerBriefs in quantitative finance210 Berlin [etc.]SpringerVAN0235601Fourier-Malliavin Volatility Estimation156050942B05Fourier series and coefficients in several variables [MSC 2020]VANC019853MF62H12Estimation in multivariate analysis [MSC 2020]VANC021210MF42A38Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]VANC024732MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF62G05Nonparametric estimation [MSC 2020]VANC029306MF62P05Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]VANC030682MF62F12Asymptotic properties of parametric estimators [MSC 2020]VANC030772MFConvolutionKW:KFourier analysisKW:KHigh-frequency dataKW:KLeverageKW:KMicrostructure NoiseKW:KMultivariate VolatilityKW:KNon-parametric estimationKW:KScience as a businessKW:KVolatility of VolatilityKW:KCHChamVANL001889MancinoMaria ElviraVANV094857766792RecchioniMaria CristinaVANV094858766793SanfeliciSimonaVANV094859766794Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-319-50969-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0123445BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0664 08eMF664 20190920 Fourier-Malliavin Volatility Estimation1560509UNICAMPANIA