Real-time scheme for the volatility estimation in the presence of microstructure noise (Q5502860): Difference between revisions
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| Property / cites work: On a real-time scheme for the estimation of volatility / rank | |||
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| Property / full work available at URL: https://doi.org/10.1515/mcma.2008.015 / rank | |||
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Latest revision as of 09:05, 30 July 2024
scientific article; zbMATH DE number 5488523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-time scheme for the volatility estimation in the presence of microstructure noise |
scientific article; zbMATH DE number 5488523 |
Statements
Real-time scheme for the volatility estimation in the presence of microstructure noise (English)
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9 January 2009
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volatility estimation
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microstructure noise
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