Optimal nonparametric range-based volatility estimation
Tim Bollerslev, Jia Li, Qiyuan Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Bollerslev, Tim ; Li, Jia ; Li, Qiyuan |
| Subject: | Decision theory | High-frequency data | Nonparametric estimation | Range-based estimation | Spot volatility | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Nichtparametrische Schätzung | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105548 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073787