Implications of market microstructure for realized variance measurement
Year of publication: |
2010
|
---|---|
Authors: | Djupsjöbacka, Daniel |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 16.2010, 1/2, p. 27-43
|
Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Monte-Carlo-Simulation | Monte Carlo simulation | Varianzanalyse | Analysis of variance |
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