Bootstrapping pre-averaged realized volatility under market microstructure noise
Ulrich Hounyo, Sílvia Gonçalves, Nour Meddahi
| Year of publication: |
August 2017
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|---|---|
| Authors: | Hounyo, Ulrich ; Gonçalves, Sílvia ; Meddahi, Nour |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 4, p. 791-838
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| Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Noise Trading | Noise trading | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466616000281 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011810210