Properties of bias-corrected realized variance under alternative sampling schemes
Roel C. A. Oomen
| 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 | Systematischer Fehler | Bias | Monte-Carlo-Simulation | Monte Carlo simulation | Autokorrelation | Autocorrelation | Varianzanalyse | Analysis of variance | USA | United States | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003154307