Efficient Estimation of Integrated Volatility Functionals via Multiscale Jackknife
Year of publication: |
2018
|
---|---|
Authors: | Li, Jia |
Other Persons: | Liu, Yunxiao (contributor) ; Xiu, Dacheng (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | Chicago Booth Research Paper ; No. 17-05 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 27, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2942235 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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