EconPapers    
Economics at your fingertips  
 

Wavelet Estimation of Integrated Volatility

Asger Lunde () and Esben Hoeg

No 274, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Financial Econometrics; Stochastic Volatility; Integrated Volatility; Estimation (search for similar items in EconPapers)
JEL-codes: C0 C1 C4 G1 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2003-08-01
References: Add references at CitEc
Citations: View citations in EconPapers (6) Track citations by RSS feed

Downloads: (external link)
http://www.asb.dk/ifi/eh/wave-vola-041.pdf main text (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf3:274

Access Statistics for this paper

More papers in Computing in Economics and Finance 2003 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().

 
Page updated 2019-07-28
Handle: RePEc:sce:scecf3:274