Optimal nonparametric range-based volatility estimation (Q6193007)
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scientific article; zbMATH DE number 7803927
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal nonparametric range-based volatility estimation |
scientific article; zbMATH DE number 7803927 |
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Optimal nonparametric range-based volatility estimation (English)
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13 February 2024
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spot volatility
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nonparametric estimation
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range-based estimation
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high-frequency data
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decision theory
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