Laplace estimator of integrated volatility when sampling times are endogenous

Wenhao Cui

Year of publication:	2022
Authors:	Cui, Wenhao
Subject:	Forecasting \| High frequency data \| Laplace transform \| Time endogeneity \| Volatilität \| Volatility \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Prognoseverfahren \| Forecasting model \| Stichprobenerhebung \| Sampling \| Schätzung \| Estimation
Description of contents:	Description [tandfonline.com]

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