LEADER 02558nam0 2200517 i 450 001 VAN0123445 005 20230703020218.609 017 70$2N$a9783319509693 100 $a20190920d2017 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aFourier-Malliavin Volatility Estimation$eTheory and Practice$fMaria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici 210 $aCham$cSpringer$d2017 215 $aX, 135 p.$cill.$d24 cm 410 1$1001VAN0102934$12001 $aSpringerBriefs in quantitative finance$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0235601$aFourier-Malliavin Volatility Estimation$91560509 606 $a42B05$xFourier series and coefficients in several variables [MSC 2020]$3VANC019853$2MF 606 $a62H12$xEstimation in multivariate analysis [MSC 2020]$3VANC021210$2MF 606 $a42A38$xFourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020]$3VANC024732$2MF 606 $a62P20$xApplications of statistics to economics [MSC 2020]$3VANC026444$2MF 606 $a62G05$xNonparametric estimation [MSC 2020]$3VANC029306$2MF 606 $a62P05$xApplications of statistics to actuarial sciences and financial mathematics [MSC 2020]$3VANC030682$2MF 606 $a62F12$xAsymptotic properties of parametric estimators [MSC 2020]$3VANC030772$2MF 610 $aConvolution$9KW:K 610 $aFourier analysis$9KW:K 610 $aHigh-frequency data$9KW:K 610 $aLeverage$9KW:K 610 $aMicrostructure Noise$9KW:K 610 $aMultivariate Volatility$9KW:K 610 $aNon-parametric estimation$9KW:K 610 $aScience as a business$9KW:K 610 $aVolatility of Volatility$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aMancino$bMaria Elvira$3VANV094857$0766792 701 1$aRecchioni$bMaria Cristina$3VANV094858$0766793 701 1$aSanfelici$bSimona$3VANV094859$0766794 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttps://doi.org/10.1007/978-3-319-50969-3$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0123445 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0664 $e08eMF664 20190920 996 $aFourier-Malliavin Volatility Estimation$91560509 997 $aUNICAMPANIA