Estimating the integrated volatility with tick observations (Q1739633): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the integrated volatility with tick observations |
scientific article |
Statements
Estimating the integrated volatility with tick observations (English)
0 references
26 April 2019
0 references
high-frequency data
0 references
integrated volatility
0 references
market microstructure noise
0 references
dependent noise
0 references
endogenous time
0 references
