Subsampling realised kernels (Q737277): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.031 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2139635135 / rank | |||
Normal rank |
Revision as of 21:52, 19 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