Robustness of Fourier Estimator of Integrated Volatility in the Presence of Microstructure Noise
Year of publication: |
2013
|
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Authors: | Sanfelici, Simona |
Other Persons: | Mancino, Maria Elvira (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Schätztheorie | Estimation theory | Noise Trading | Noise trading |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Computational Statistics & Data Analysis Vol. 52 (2008) pp. 2966-2989 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2008 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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