Efficient estimation of integrated volatility functionals under general volatility dynamics
Jia Li, Yunxiao Liu
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Jia ; Liu, Yunxiao |
| Subject: | Volatilität | Volatility | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466620000274 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618196