Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise |
scientific article |
Statements
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (English)
0 references
12 June 2009
0 references
integrated volatility
0 references
nonparametric estimation
0 references
Fourier analysis
0 references
microstructure
0 references
optimal sampling
0 references
0 references
