Real-time scheme for the volatility estimation in the presence of microstructure noise (Q5502860)
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scientific article; zbMATH DE number 5488523
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| English | Real-time scheme for the volatility estimation in the presence of microstructure noise |
scientific article; zbMATH DE number 5488523 |
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Real-time scheme for the volatility estimation in the presence of microstructure noise (English)
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9 January 2009
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volatility estimation
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microstructure noise
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0.787237823009491
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0.7748085260391235
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0.761275053024292
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0.7543578147888184
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