Edgeworth Expansions for Realized Volatility and Related Estimators
Year of publication: |
[2021]
|
---|---|
Authors: | Ait-Sahalia, Yacine ; Zhang, Lan ; Mykland, Per A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Series: | NBER Working Paper ; No. t0319 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2005 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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