Bias-corrected realized variance under dependent microstructure noise (Q543443): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Microstructure Noise, Realized Variance, and Optimal Sampling / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Realized Volatility: A Review / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Tale of Two Time Scales / rank | |||
Normal rank | |||
Latest revision as of 04:00, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias-corrected realized variance under dependent microstructure noise |
scientific article |
Statements
Bias-corrected realized variance under dependent microstructure noise (English)
0 references
17 June 2011
0 references
two time scales
0 references
0 references
0 references
