Estimating the quadratic variation spectrum of noisy asset prices using generalized flat-top realized Kernels
Rasmus Tangsgaard Varneskov
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Varneskov, Rasmus Tangsgaard |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 33.2017, 6, p. 1457-1501
|
| Subject: | Schätztheorie | Estimation theory | CAPM | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466616000475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011810427