On Financial Time Series Decompositions with Applications to Volatility

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概要

• 論文の詳細を見る
• 一橋大学の論文

著者

• Yamauchi Hiroaki

  Mtb Investment Technology Institute Co. Ltd

• Miura Ryozo

  Graduate School Of International Corporate Strategy Hitotsubashi University

• Doksum Kjell

  Department of Statistics, University of California

• Doksum Kjell

  Department Of Statistics University Of California

関連論文

• A Mathematical Structure of the Firm Value When Stock Options are Issued
• A Note on Look-Back Options Based on Order Statistics
• On Financial Time Series Decompositions with Applications to Volatility

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