Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499)
From MaRDI portal
scientific article; zbMATH DE number 7013622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise |
scientific article; zbMATH DE number 7013622 |
Statements
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (English)
0 references
6 February 2019
0 references
quadratic variation
0 references
realized variance
0 references
market microstructure noise
0 references
wavelets
0 references
