Moving Average-Based Estimators of Integrated Variance (Q3539864)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving Average-Based Estimators of Integrated Variance |
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Moving Average-Based Estimators of Integrated Variance (English)
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19 November 2008
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bias correction
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high-frequency data
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integrated variance
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moving average
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realized variance
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realized volatility
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