Inference from high-frequency data: a subsampling approach (Q515131): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:25, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inference from high-frequency data: a subsampling approach |
scientific article |
Statements
Inference from high-frequency data: a subsampling approach (English)
0 references
10 March 2017
0 references
bipower variation
0 references
high-frequency data
0 references
microstructure noise
0 references
positive semi-definite estimation
0 references
pre-averaging
0 references
stochastic volatility
0 references
subsampling
0 references