Moving average-based estimators of integrated variance
Peter R. Hansen, Jeremy Large and Asger Lunde
| Year of publication: |
2008
|
|---|---|
| Authors: | Hansen, Peter Reinhard ; Large, Jeremy ; Lunde, Asger |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 27.2008, 1/3, p. 79-111
|
| Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003761216