Realized kernels in practice: trades and quotes (Q3653354): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00275.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3121532596 / rank | |||
Normal rank | |||
Revision as of 08:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized kernels in practice: trades and quotes |
scientific article |
Statements
Realized kernels in practice: trades and quotes (English)
0 references
22 December 2009
0 references
HAC estimator
0 references
long run variance estimator
0 references
market frictions
0 references
quadratic variation
0 references
realized variance
0 references
0 references
0 references
0 references
0 references
0 references
