Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 01:56, 5 March 2024

scientific article
Language Label Description Also known as
English
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
scientific article

    Statements

    Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (English)
    0 references
    0 references
    0 references
    12 June 2009
    0 references
    integrated volatility
    0 references
    nonparametric estimation
    0 references
    Fourier analysis
    0 references
    microstructure
    0 references
    optimal sampling
    0 references

    Identifiers