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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Quantitative finance"
~person:"Croux, Christophe"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Pei, Zhuan"
~subject:"Estimation"
~subject:"Market microstructure noise"
~subject:"United States"
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A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
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