Browsing by Subject "Capital--Econometric models"

DSpace/Manakin Repository

Browsing by Subject "Capital--Econometric models"

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  • Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2004)
    Key to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high frequency UK futures ...
  • Cotter, John (Wiley, 2004-02)
    Key to the imposition of appropriate minimum capital requirements on a daily basis is accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high-frequency UK futures ...