Inference for nonparametric high-frequency estimators with an application to time variation in betas
Ilze Kalnina
| Year of publication: |
2023
|
|---|---|
| Authors: | Kalnina, Ilze |
| Subject: | Market microstructure noise | Realized volatility | Subsampling | Schätztheorie | Estimation theory | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Noise Trading | Noise trading | Betafaktor | Beta risk | Induktive Statistik | Statistical inference | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2022.2040520 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448338