A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
| Year of publication: |
2005
|
|---|---|
| Authors: | Zhang, Lan ; Mykland, Per A. ; Ait-Sahalia, Yacine |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 100.2005, December, p. 1394-1411
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| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238895