Properties of bias-corrected realized variance under alternative sampling schemes
Year of publication: |
2005
|
---|---|
Authors: | Oomen, Roel C. A. |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 4, p. 555-577
|
Subject: | Stichprobenerhebung | Sampling | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
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