Volatility inference in the presence of both endogenous time and microstructure noise (Q2447650): Difference between revisions
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Revision as of 06:35, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility inference in the presence of both endogenous time and microstructure noise |
scientific article |
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Volatility inference in the presence of both endogenous time and microstructure noise (English)
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28 April 2014
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Itô processes
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realized volatility
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integrated volatility
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time endogeneity
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market microstructure noise
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