Estimating quadratic variation consistently in the presence of correlated measurement errors
Ilze Kalnina and Oliver Linton
| Year of publication: |
Oct. 2006
|
|---|---|
| Other Persons: | Kalnina, Ilze (contributor) ; Linton, Oliver (contributor) |
| Publisher: |
London : LSE, STICERD |
| Subject: | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory | Korrelation | Correlation | Volatilität | Volatility |
freely available
| Extent: | Online-Ressource, 41 S., Text |
|---|---|
| Series: | Econometrics papers. - London : [Verlag nicht ermittelbar], ZDB-ID 2185017-3. - Vol. 509 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003375854