Are volatility estimators robust with respect to modeling assumptions? (Q2469643): Difference between revisions
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Revision as of 06:35, 29 February 2024
scientific article
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| English | Are volatility estimators robust with respect to modeling assumptions? |
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Are volatility estimators robust with respect to modeling assumptions? (English)
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6 February 2008
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bias correction
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local time
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market microstructure
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martingale
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measurement error
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realized volatility
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robustness
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subsampling
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two scales realized volatility (TSRV)
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