Robust Estimation of Integrated Volatility
Year of publication: |
[2021]
|
---|---|
Authors: | Li, Z. Merrick ; Linton, Oliver B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3702143 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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