Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging (Q6338040)
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scientific article; zbMATH DE number 7846574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging |
scientific article; zbMATH DE number 7846574 |
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4 April 2020
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econ.EM
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math.ST
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q-fin.ST
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stat.TH
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KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING (English)
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