Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5564682
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise |
scientific article; zbMATH DE number 5564682 |
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
0.8619464039802551
0 references
0.8560934662818909
0 references
0.8540294170379639
0 references
0.8358491659164429
0 references
