Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Dong Wan Shin; Sangun Park
| Year of publication: |
2012
|
|---|---|
| Authors: | Shin, Dong-wan ; Park, Sangun |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 115.2012, 3, p. 334-337
|
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Korrelation | Correlation | Stichprobenerhebung | Sampling |
| 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/10009631616