Quarticity estimation on ohlc data
Janine Balter
| Year of publication: |
2015
|
|---|---|
| Authors: | Balter, Janine |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 2, p. 505-519
|
| Subject: | integrated quarticity | volatility | high-low prices | high-frequency data | jumps | Volatilität | Volatility | Börsenkurs | Share price | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| 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/10011339287