Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging (Q6553232)
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scientific article; zbMATH DE number 7863057
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| English | Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging |
scientific article; zbMATH DE number 7863057 |
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Integrated variance of irregularly spaced high-frequency data: a state space approach based on pre-averaging (English)
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11 June 2024
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high-frequency data
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integrated variance
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pre-averaging
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sampling scheme
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