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Financial market
absence of arbitrage
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asynchronous trading
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bid-ask bounce
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bond returns
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range-based estimation
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The North American journal of economics and finance : a journal of financial economics studies
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Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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