Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
by Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde and Neil Shephard
| Year of publication: |
2008
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|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Hansen, Peter Reinhard ; Lunde, Asger ; Shephard, Neil G. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 76.2008, 6, p. 1481-1536
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| Subject: | Börsenkurs | Share price | Noise Trading | Noise trading | Core | Induktive Statistik | Statistical inference | Unvollkommener Markt | Incomplete market | Elektrizitätswirtschaft | Electric power industry | Theorie | Theory | USA | United States | 2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003797079