Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:20, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations |
scientific article |
Statements
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (English)
0 references
10 August 2016
0 references
integrated variance
0 references
realized variance
0 references
microstructure noise
0 references
kernel-based estimators
0 references
