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volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
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volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
Persistent link: https://www.econbiz.de/10011082751
volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and … present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the …
Persistent link: https://www.econbiz.de/10011082768
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