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~person:"Hautsch, Nikolaus"
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Hautsch, Nikolaus
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Non-parametric estimation of intraday
spot
volatility
: disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the intraday
spot
volatility
. …
Persistent link: https://www.econbiz.de/10011411344
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