Are volatility estimators robust with respect to modeling assumptions? (Q2469643)
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: Are volatility estimators robust with respect to modeling assumptions? |
scientific article; zbMATH DE number 5232958
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Are volatility estimators robust with respect to modeling assumptions? |
scientific article; zbMATH DE number 5232958 |
Statements
Are volatility estimators robust with respect to modeling assumptions? (English)
0 references
6 February 2008
0 references
bias correction
0 references
local time
0 references
market microstructure
0 references
martingale
0 references
measurement error
0 references
realized volatility
0 references
robustness
0 references
subsampling
0 references
two scales realized volatility (TSRV)
0 references
0 references
0 references
0 references
0 references
0.7950406670570374
0 references
0.7851660847663879
0 references
0.781222939491272
0 references
0.772495448589325
0 references
0.7640840411186218
0 references
