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subject:"Volatilität"
type_genre:"Working Paper"
~accessRights:"free"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~person:"Corsi, Fulvio"
~person:"Daníelsson, Jón"
~person:"Heckman, James J."
~subject:"Marktmikrostruktur"
~subject:"Schätztheorie"
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Volatilität
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Schätztheorie
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Corsi, Fulvio
Daníelsson, Jón
Heckman, James J.
Audrino, Francesco
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
Discussion paper series / IZA
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Working paper / National Bureau of Economic Research, Inc.
7
CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
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Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
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2007
Persistent link: https://www.econbiz.de/10003419771
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