Inference from high-frequency data: a subsampling approach (Q515131)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6693808
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference from high-frequency data: a subsampling approach |
scientific article; zbMATH DE number 6693808 |
Statements
Inference from high-frequency data: a subsampling approach (English)
0 references
10 March 2017
0 references
bipower variation
0 references
high-frequency data
0 references
microstructure noise
0 references
positive semi-definite estimation
0 references
pre-averaging
0 references
stochastic volatility
0 references
subsampling
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9183581471443176
0 references
0.8083796501159668
0 references
0.782002329826355
0 references
0.7783026099205017
0 references
0.7775046229362488
0 references
