Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273): Difference between revisions
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Revision as of 01:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations |
scientific article |
Statements
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (English)
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10 August 2016
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integrated variance
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realized variance
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microstructure noise
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kernel-based estimators
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