Efficient estimation of integrated volatility incorporating trading information (Q311638)
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 6626831
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient estimation of integrated volatility incorporating trading information |
scientific article; zbMATH DE number 6626831 |
Statements
Efficient estimation of integrated volatility incorporating trading information (English)
0 references
13 September 2016
0 references
high frequency data
0 references
integrated volatility
0 references
market microstructure noise
0 references
realized volatility
0 references
efficiency
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8584394454956055
0 references
0.82081538438797
0 references
0.8207970261573792
0 references
0.820748507976532
0 references
