Inference from high-frequency data: a subsampling approach (Q515131)
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scientific article; zbMATH DE number 6693808
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| English | Inference from high-frequency data: a subsampling approach |
scientific article; zbMATH DE number 6693808 |
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Inference from high-frequency data: a subsampling approach (English)
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10 March 2017
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bipower variation
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high-frequency data
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microstructure noise
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positive semi-definite estimation
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pre-averaging
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stochastic volatility
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subsampling
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0.9183581471443176
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0.8083796501159668
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0.782002329826355
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0.7783026099205017
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0.7775046229362488
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