Discrete sine transform for multi-scale realized volatility measures (Q2893209): 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 08:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete sine transform for multi-scale realized volatility measures |
scientific article |
Statements
Discrete sine transform for multi-scale realized volatility measures (English)
0 references
26 June 2012
0 references
high frequency data
0 references
realized volatility
0 references
market microstructure
0 references
bias correction
0 references
