Challenges of integrated variance estimation in emerging stock markets
Josip Arnerić, Mario Matković
| Year of publication: |
2019
|
|---|---|
| Authors: | Arnerić, Josip ; Matković, Mario |
| Subject: | integrated variance | optimal sampling frequency | microstructure noise | jumps | two-time scale estimator | emerging stock market | Aktienmarkt | Stock market | Schätztheorie | Estimation theory | Schwellenländer | Emerging economies | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Varianzanalyse | Analysis of variance | Noise Trading | Noise trading | Schätzung | Estimation | Finanzmarkt | Financial market | Stichprobenerhebung | Sampling |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.18045/zbefri.2019.2.713 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012213665