Realized volatility and correlation estimators under non-Gaussian microstructure noise

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Bibliographische Detailangaben
Veröffentlicht in:	Economic dynamics
Weitere Verfasser:	Safari, Amir (BerichterstatterIn), Sun, Wei (BerichterstatterIn), Seese, Detlef (BerichterstatterIn), Račev, Svetlozar T. (BerichterstatterIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	Kapitaleinkommen > Volatilität > Korrelation > Stochastischer Prozess > Schätztheorie > Theorie > Aufsatz im Buch
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