Estimation of quarticity with high-frequency data (Q2873034): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 08:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of quarticity with high-frequency data |
scientific article |
Statements
Estimation of quarticity with high-frequency data (English)
0 references
17 January 2014
0 references
volatility
0 references
covariance
0 references
quarticity
0 references
microstructure
0 references
Fourier analysis
0 references
