Estimating the integrated volatility with tick observations

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Bibliographische Detailangaben
Veröffentlicht in:Journal of econometrics
1. Verfasser: Jacob, Jean (VerfasserIn)
Weitere Verfasser: Li, Yingying (VerfasserIn), Zheng, Xinghua (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2019
Schlagworte:
High frequency data > Integrated volatility > Market microstructure noise > Dependent noise > Endogenous time > Aufsatz in Zeitschrift
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