Sampling returns for realized variance calculations : tick time or transaction time?
Jim E. Griffin and Roel C. A. Oomen
| Year of publication: |
2008
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|---|---|
| Authors: | Griffin, Jim E. ; Oomen, Roel C. A. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 230-253
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| Subject: | Börsenkurs | Share price | Noise Trading | Noise trading | Stichprobenerhebung | Sampling | Varianzanalyse | Analysis of variance | Theorie | Theory |
| 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/10003761225