Volatility: Estimating Quadratic Variation using Realized Variance

dc.contributor.authorKörkkö, Anton
dc.contributor.departmentChalmers tekniska högskola / Institutionen för matematiska vetenskapersv
dc.contributor.departmentChalmers University of Technology / Department of Mathematical Sciencesen
dc.date.accessioned2019-07-03T13:20:54Z
dc.date.available2019-07-03T13:20:54Z
dc.date.issued2013
dc.identifier.urihttps://hdl.handle.net/20.500.12380/193489
dc.language.isoeng
dc.setspec.uppsokPhysicsChemistryMaths
dc.subjectGrundläggande vetenskaper
dc.subjectMatematisk statistik
dc.subjectBasic Sciences
dc.subjectMathematical statistics
dc.titleVolatility: Estimating Quadratic Variation using Realized Variance
dc.type.degreeExamensarbete för masterexamensv
dc.type.degreeMaster Thesisen
dc.type.uppsokH
local.programmeEngineering mathematics and computational science (MPENM), MSc
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