Estimating spot volatility with high-frequency financial data
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Publication:2451790
DOI10.1016/j.jeconom.2014.04.001zbMath1311.91198MaRDI QIDQ2451790
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://eprints.nottingham.ac.uk/45839/
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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