Inference from high-frequency data: a subsampling approach (Q515131)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference from high-frequency data: a subsampling approach |
scientific article |
Statements
Inference from high-frequency data: a subsampling approach (English)
0 references
10 March 2017
0 references
bipower variation
0 references
high-frequency data
0 references
microstructure noise
0 references
positive semi-definite estimation
0 references
pre-averaging
0 references
stochastic volatility
0 references
subsampling
0 references
