Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Year of publication: |
December 2017
|
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Authors: | Varneskov, Rasmus Tangsgaard |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 6, p. 1457-1501
|
Subject: | Schätztheorie | Estimation theory | CAPM | Börsenkurs | Share price |
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