Estimation of volatility in a high-frequency setting: a short review
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Publication:2292043
DOI10.1007/s10203-019-00253-yzbMath1432.91111OpenAlexW2946318041MaRDI QIDQ2292043
Publication date: 31 January 2020
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-019-00253-y
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
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