Subsampling realised kernels (Q737277): Difference between revisions
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Set profile property. |
Set OpenAlex properties. |
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| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.031 / rank | |||
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| Property / OpenAlex ID: W2139635135 / rank | |||
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Revision as of 21:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling realised kernels |
scientific article |
Statements
Subsampling realised kernels (English)
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10 August 2016
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long run variance estimator
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market frictions
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quadratic variation
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realised kernel
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realised variance
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subsampling
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