Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (Q4619499)
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scientific article; zbMATH DE number 7013622
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| English | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise |
scientific article; zbMATH DE number 7013622 |
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Realized wavelet-based estimation of integrated variance and jumps in the presence of noise (English)
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6 February 2019
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quadratic variation
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realized variance
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market microstructure noise
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wavelets
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0.8103710412979126
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0.8088054060935974
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0.7847491502761841
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0.7818721532821655
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0.7818394899368286
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