Realized kernels in practice: trades and quotes (Q3653354): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:25, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Realized kernels in practice: trades and quotes |
scientific article |
Statements
Realized kernels in practice: trades and quotes (English)
0 references
22 December 2009
0 references
HAC estimator
0 references
long run variance estimator
0 references
market frictions
0 references
quadratic variation
0 references
realized variance
0 references