Real-time scheme for the volatility estimation in the presence of microstructure noise (Q5502860)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Real-time scheme for the volatility estimation in the presence of microstructure noise |
scientific article; zbMATH DE number 5488523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-time scheme for the volatility estimation in the presence of microstructure noise |
scientific article; zbMATH DE number 5488523 |
Statements
Real-time scheme for the volatility estimation in the presence of microstructure noise (English)
0 references
9 January 2009
0 references
volatility estimation
0 references
microstructure noise
0 references
