Discrete sine transform for multi-scale realized volatility measures (Q2893209)
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scientific article; zbMATH DE number 6050009
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| English | Discrete sine transform for multi-scale realized volatility measures |
scientific article; zbMATH DE number 6050009 |
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Discrete sine transform for multi-scale realized volatility measures (English)
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26 June 2012
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high frequency data
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realized volatility
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market microstructure
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bias correction
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0.7855666875839233
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0.753399670124054
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0.7472558617591858
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0.7466742992401123
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