Moving Average-Based Estimators of Integrated Variance (Q3539864)
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: Moving Average-Based Estimators of Integrated Variance |
scientific article; zbMATH DE number 5368898
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moving Average-Based Estimators of Integrated Variance |
scientific article; zbMATH DE number 5368898 |
Statements
Moving Average-Based Estimators of Integrated Variance (English)
0 references
19 November 2008
0 references
bias correction
0 references
high-frequency data
0 references
integrated variance
0 references
moving average
0 references
realized variance
0 references
realized volatility
0 references
0 references
0 references
0 references
0.8038261532783508
0 references
0.7706728577613831
0 references
0.7698209881782532
0 references
0.7634459733963013
0 references
0.763375997543335
0 references
