Adaptive Realized Kernels
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 | Noise Trading | Noise trading | Schätztheorie | Estimation theory | Core | Momentenmethode | Method of moments | Nichtparametrisches Verfahren | Nonparametric statistics |
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