Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise
Year of publication: |
2011
|
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Authors: | Nolte, Ingmar |
Other Persons: | Voev, Valeri (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Metallmarkt | Metal market |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 14, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1396185 [DOI] |
Classification: | G10 - General Financial Markets. General ; F31 - Foreign Exchange ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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