Estimation for high-frequency data under parametric market microstructure noise (Q2042282)
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 7375769
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimation for high-frequency data under parametric market microstructure noise |
scientific article; zbMATH DE number 7375769 |
Statements
Estimation for high-frequency data under parametric market microstructure noise (English)
0 references
28 July 2021
0 references
functionals of volatility
0 references
high-frequency covariance
0 references
high-frequency data
0 references
limit order book
0 references
parametric market microstructure noise
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8379361629486084
0 references
0.8191739320755005
0 references
0.811568021774292
0 references
0.8026002645492554
0 references
0.8021093606948853
0 references
