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| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 137-159 |
| Seitenumfang | 23 |
| Fachzeitschrift | Quantitative Finance and Economics (QFE) |
| Jahrgang | 2 |
| Ausgabenummer | 1 |
| Publikationsstatus | Veröffentlicht - 31 März 2018 |
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The memory of volatility. / Wenger, Kai; Leschinski, Christian; Sibbertsen, Philipp.
in: Quantitative Finance and Economics (QFE), Jahrgang 2, Nr. 1, 31.03.2018, S. 137-159.
in: Quantitative Finance and Economics (QFE), Jahrgang 2, Nr. 1, 31.03.2018, S. 137-159.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
Wenger, K, Leschinski, C & Sibbertsen, P 2018, 'The memory of volatility', Quantitative Finance and Economics (QFE), Jg. 2, Nr. 1, S. 137-159. https://doi.org/10.3934/QFE.2018.1.137
Wenger, K., Leschinski, C., & Sibbertsen, P. (2018). The memory of volatility. Quantitative Finance and Economics (QFE), 2(1), 137-159. https://doi.org/10.3934/QFE.2018.1.137
Wenger K, Leschinski C, Sibbertsen P. The memory of volatility. Quantitative Finance and Economics (QFE). 2018 Mär 31;2(1):137-159. doi: 10.3934/QFE.2018.1.137
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title = "The memory of volatility",
author = "Kai Wenger and Christian Leschinski and Philipp Sibbertsen",
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doi = "10.3934/QFE.2018.1.137",
language = "English",
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TY - JOUR
T1 - The memory of volatility
AU - Wenger, Kai
AU - Leschinski, Christian
AU - Sibbertsen, Philipp
PY - 2018/3/31
Y1 - 2018/3/31
U2 - 10.3934/QFE.2018.1.137
DO - 10.3934/QFE.2018.1.137
M3 - Article
VL - 2
SP - 137
EP - 159
JO - Quantitative Finance and Economics (QFE)
JF - Quantitative Finance and Economics (QFE)
SN - 2573-0134
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