Assessment of Uncertainty in High Frequency Data : The Observed Asymptotic Variance
Year of publication: |
2016
|
---|---|
Authors: | Mykland, Per A. |
Other Persons: | Zhang, Lan (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Volatilität | Volatility | Risiko | Risk | Varianzanalyse | Analysis of variance |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Econometrica, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 15, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2475620 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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