Estimating covariation : Epps effect, microstructure noise
Year of publication: |
2010
|
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Authors: | Zhang, Lan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 33-47
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Subject: | Marktmikrostruktur | Market microstructure | Schätztheorie | Estimation theory | Korrelation | Correlation | Noise Trading | Noise trading | Varianzanalyse | Analysis of variance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation |
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