Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (Q3646972)
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: Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations |
scientific article; zbMATH DE number 5640052
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations |
scientific article; zbMATH DE number 5640052 |
Statements
Estimating Volatility in the Presence of Market Microstructure Noise: A Review of the Theory and Practical Considerations (English)
0 references
27 November 2009
0 references
0.8332847952842712
0 references
0.8206638097763062
0 references
0.8138301372528076
0 references
0.8119418621063232
0 references
0.80586177110672
0 references
