Optimally sampled realized range-based volatility estimators
Dimitrios I. Vortelinos
| Year of publication: |
2014
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|---|---|
| Authors: | Vortelinos, Dimitrios I. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 30.2014, p. 34-50
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| Subject: | Range | Realized volatility | Optimal sampling frequency | Long memory | Jumps | Heterogeneity | Volatilität | Volatility | Stichprobenerhebung | Sampling | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10010390353