Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: theory, implementation, and empirical evidence
Nikolaus Hautsch ; Mark Podolskij
| Year of publication: |
2010
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Podolskij, Mark |
| Publisher: |
Berlin : SFB 649, Economic Risk |
| Extent: | 53 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2010,038 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10008689975