Efficient estimation of integrated volatility incorporating trading information (Q311638): Difference between revisions

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Revision as of 13:32, 12 July 2024

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Efficient estimation of integrated volatility incorporating trading information
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    Efficient estimation of integrated volatility incorporating trading information (English)
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    13 September 2016
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    high frequency data
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    integrated volatility
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    market microstructure noise
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    realized volatility
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    efficiency
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