Browsing All of EconStor by Author Jirak, Moritz
Showing results 1 to 2 of 2
Year of Publication | Title | Author(s) |
---|---|---|
2014 | Improved volatility estimation based on limit order books | Bibinger, Markus; Jirak, Moritz; Reiss, Markus |
2015 | Nonparametric change-point analysis of volatility | Bibinger, Markus; Jirak, Moritz; Vetter, Mathias |