Quasi-maximum likelihood estimation of volatility with high frequency data (Q736702)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-maximum likelihood estimation of volatility with high frequency data |
scientific article |
Statements
Quasi-maximum likelihood estimation of volatility with high frequency data (English)
0 references
4 August 2016
0 references
integrated volatility
0 references
market microstructure noise
0 references
quasi-maximum likelihood estimator
0 references
realized kernels
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
