Estimating the integrated volatility with tick observations (Q1739633)
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: Estimating the integrated volatility with tick observations |
scientific article; zbMATH DE number 7048309
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating the integrated volatility with tick observations |
scientific article; zbMATH DE number 7048309 |
Statements
Estimating the integrated volatility with tick observations (English)
0 references
26 April 2019
0 references
high-frequency data
0 references
integrated volatility
0 references
market microstructure noise
0 references
dependent noise
0 references
endogenous time
0 references
0 references
0 references
0 references
0 references
0 references
