Realized volatility and correlation estimators under non-Gaussian microstructure noise

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Veröffentlicht in:Encyclopedia of economics research ; Vol. 1
Weitere Verfasser: Safari, Amir (BerichterstatterIn), Sun, Wei (BerichterstatterIn), Seese, Detlef (BerichterstatterIn), Račev, Svetlozar T. (BerichterstatterIn)
Pages:1
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2012
Schlagworte:
Kapitaleinkommen > Volatilität > Korrelation > Stochastischer Prozess > Schätztheorie > Theorie > Aufsatz im Buch
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