Realized volatility and correlation estimators under non-Gaussian microstructure noise
Amir Safari; Wei Sun; Detlef Seese; Svetlozar Rachev
| Year of publication: |
2012
|
|---|---|
| Authors: | Safari, Amir ; Sun, Wei ; Seese, Detlef ; Račev, Svetlozar T. |
| Published in: |
Encyclopedia of economics research ; Vol. 1. - New York, NY : Nova Science Publ.. - 2012, p. 171-197
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Korrelation | Correlation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009579904