Realised quantile-based estimation of the integrated variance
Kim Christensen; Roel Oomen; Mark Podolskij
| Year of publication: |
2010
|
|---|---|
| Authors: | Christensen, Kim ; Oomen, Roel ; Podolskij, Mark |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 159.2010, 1, p. 74-98
|
| Subject: | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Marktmikrostruktur | Market microstructure | Noise Trading | Noise trading |
| 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/10008839938