Generalized method of integrated moments for high-frequency data (Q4613433)
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scientific article; zbMATH DE number 7010270
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Generalized method of integrated moments for high-frequency data |
scientific article; zbMATH DE number 7010270 |
Statements
Generalized Method of Integrated Moments for High-Frequency Data (English)
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31 January 2019
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high-frequency data
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semimartingale
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spot volatility
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nonlinearity bias
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GMM
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0.8130282163619995
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0.8046250343322754
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0.7885913848876953
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0.7824176549911499
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0.7795252799987793
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