Realised quantile-based estimation of the integrated variance (Q736690): Difference between revisions
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Revision as of 14:03, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realised quantile-based estimation of the integrated variance |
scientific article |
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Realised quantile-based estimation of the integrated variance (English)
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4 August 2016
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finite activity jumps
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market microstructure noise
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order statistics
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outliers
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realised variance
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