Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6422617)
From MaRDI portal
scientific article; zbMATH DE number 900575345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise |
scientific article; zbMATH DE number 900575345 |
Statements
5 January 2023
0 references
math.ST
0 references
math.PR
0 references
stat.TH
0 references
