Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (Q299254): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error |
scientific article |
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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (English)
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22 June 2016
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endogenous noise
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market microstructure
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realised volatility
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semimartingale
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