Properties of realized variance under alternative sampling schemes
Year of publication: |
2006
|
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Authors: | Oomen, Roel C. A. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 24.2006, 2, p. 219-237
|
Subject: | Marktmikrostruktur | Market microstructure | Stichprobenerhebung | Sampling |
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