Estimating volatility functionals with multiple transactions
Year of publication: |
April 2017
|
---|---|
Authors: | Jing, Bingyi ; Liu, Zhi ; Kong, Xinbing |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 2, p. 331-365
|
Subject: | Volatilität | Volatility | Schätzung | Estimation | Schätztheorie | Estimation theory |
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