Realized volatility when sampling times are possibly endogenous
Yingying Li; Per A. Mykland; Eric Renault; Lan Zhang; Xinghua Zheng
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Yingying ; Mykland, Per A. ; Renault, Eric ; Zhang, Lan ; Zheng, Xinghua |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 30.2014, 3, p. 580-605
|
| Subject: | Volatilität | Volatility | Theorie | Theory | Stichprobenerhebung | Sampling |
| 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/10010500887