Info
Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici
| Fourier-Malliavin Volatility Estimation : Theory and Practice / Maria Elvira Mancino, Maria Cristina Recchioni, Simona Sanfelici |
| Autore | Mancino, Maria Elvira |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | X, 135 p. : ill. ; 24 cm |
| Altri autori (Persone) |
Recchioni, Maria Cristina
Sanfelici, Simona |
| Soggetto topico |
42B05 - Fourier series and coefficients in several variables [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 42A38 - Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] |
| Soggetto non controllato |
Convolution
Fourier analysis High-frequency data Leverage Microstructure Noise Multivariate Volatility Non-parametric estimation Science as a business Volatility of Volatility |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123445 |
Mancino, Maria Elvira
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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The Rise of the Scientist-Bureaucrat : Survival Guide for Researchers in the 21st Century / Jose Luis Perez Velazquez
| The Rise of the Scientist-Bureaucrat : Survival Guide for Researchers in the 21st Century / Jose Luis Perez Velazquez |
| Autore | Perez Velazquez, Jose Luis |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xii, 104 p. : ill. ; 24 cm |
| Soggetto topico |
00A06 - Mathematics for nonmathematicians (engineering, social sciences, etc.) [MSC 2020]
00A79 (77-XX) - Physics [MSC 2020] 00-XX - General and overarching topics; collections [MSC 2020] 91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020] |
| Soggetto non controllato |
Appreciation of true science
Impact of science funding Pressure of grant agencies Research appraisal Research management Science and society Science as a business Science economics Scientometrics Sociology of science Young scientist manual |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0219196 |
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Perez Velazquez, Jose Luis
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| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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