Bias-corrected realized variance under dependent microstructure noise (Q543443)

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Bias-corrected realized variance under dependent microstructure noise
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    title
    Bias-corrected realized variance under dependent microstructure noise (English)
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    author
    Kosuke Oya
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    publication date
    17 June 2011
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    Mathematics Subject Classification ID
    62P05
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    62P20
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    91G70
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    65C05
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    zbMATH DE Number
    5909200
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    zbMATH Keywords
    two time scales
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