Estimation of quarticity with high-frequency data (Q2873034)

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Estimation of quarticity with high-frequency data
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    title
    Estimation of quarticity with high-frequency data (English)
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    author
    Maria Elvira Mancino
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    Simona Sanfelici
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    publication date
    17 January 2014
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    Mathematics Subject Classification ID
    91G80
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    91B60
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    91B70
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    zbMATH DE Number
    6247139
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    zbMATH Keywords
    volatility
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    covariance
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    quarticity
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    microstructure
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    Fourier analysis
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    OpenAlex ID
    W3123069304
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