Integrated volatility and round-off error (Q605018)
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scientific article; zbMATH DE number 5815951
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Integrated volatility and round-off error |
scientific article; zbMATH DE number 5815951 |
Statements
Integrated volatility and round-off error (English)
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12 November 2010
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diffusion models
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high frequency data
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integrated volatility
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microstructure noise
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round-off error
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variation methods
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wavelets
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0.7888749241828918
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0.7699324488639832
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0.7698937654495239
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0.7503470182418823
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