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subject:"Estimation theory"
subject:"Share price"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
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Estimation theory
Share price
Schätztheorie
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Andersen, Torben
Imbens, Guido
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A functional filtering and neighborhood truncation approach to integrated quarticity estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2011
Persistent link: https://www.econbiz.de/10009230319
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2
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003909988
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