Adaptive Realized Kernels
Marine Carrasco and Rachidi Kotchoni
| Year of publication: |
2015
|
|---|---|
| Authors: | Carrasco, Marine ; Kotchoni, Rachidi |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 4, p. 757-797
|
| Subject: | integrated volatility | method of moment | microstructure noise | realized kernel | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics | Noise Trading | Noise trading | Schätztheorie | Estimation theory | Core |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbu015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011417704