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024 7 $a10.1007/978-3-319-50969-3
035   $a(CKB)3710000001084403
035   $a(DE-He213)978-3-319-50969-3
035   $a(MiAaPQ)EBC4815408
035   $a(PPN)199768528
035   $a(EXLCZ)993710000001084403
100   $a20170301d2017      u|         0
101 0 $aeng
135   $aurnn#008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aFourier-Malliavin Volatility Estimation $eTheory and Practice /$fby Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
205   $a1st ed. 2017.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017.
215   $a1 online resource (X, 138 p. 25 illus. in color.)
225 1 $aSpringerBriefs in Quantitative Finance,$x2192-7014
311   $a3-319-50967-5 
311   $a3-319-50969-1 
320   $aIncludes bibliographical references and index.
327   $aIntroduction -- 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.
330   $aThis volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data. A detailed bibliographic reference is included to permit an in-depth study. .
410  0$aSpringerBriefs in Quantitative Finance,$x2192-7014
606   $aSocial sciences$xMathematics
606   $aGame theory
606   $aData mining
606   $aMathematics in Business, Economics and Finance
606   $aGame Theory
606   $aData Mining and Knowledge Discovery
615  0$aSocial sciences$xMathematics.
615  0$aGame theory.
615  0$aData mining.
615 14$aMathematics in Business, Economics and Finance.
615 24$aGame Theory.
615 24$aData Mining and Knowledge Discovery.
676   $a519
700   $aMancino$b Maria Elvira$4aut$4http://id.loc.gov/vocabulary/relators/aut$0766792
702   $aRecchioni$b Maria Cristina$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aSanfelici$b Simona$4aut$4http://id.loc.gov/vocabulary/relators/aut
906   $aBOOK
912   $a9910254312303321
996   $aFourier-Malliavin Volatility Estimation$92235930
997   $aUNINA