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Nichtparametrisches Verfahren
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Nonparametric statistics
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Realized kernels
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bandwidth selection
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iterative plug-in
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long memory
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microstructure noise
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slowly changing volatility trend
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CIE working paper series
CREATES Research Papers
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Finance research letters
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International journal of forecasting
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Wealth effects of rare earth prices and China’s rare earth elements policy
Müller, Maximilian Phillipp
;
Schweizer, Denis
;
Seiler, …
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2015
Persistent link: https://www.econbiz.de/10010484908
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An iterative plug-in algorithm for
realized
kernels
Feng, Yuanhua
;
Chen Zhou
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2015
Persistent link: https://www.econbiz.de/10010484911
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