Subsampling realised kernels (Q737277): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling realised kernels |
scientific article |
Statements
Subsampling realised kernels (English)
0 references
10 August 2016
0 references
long run variance estimator
0 references
market frictions
0 references
quadratic variation
0 references
realised kernel
0 references
realised variance
0 references
subsampling
0 references
