Robust estimation of integrated variance and quarticity under flat price and no trading bias
by Frowin C. Schulz
| Year of publication: |
2010 ; 2nd version: August 7, 2010
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|---|---|
| Authors: | Schulz, Frowin C. |
| Publisher: |
Köln : Univ., Seminar für Wirtschafts- und Sozialstatistik |
| Extent: | 35 S. : graph. Darst. graph. Darst. |
|---|---|
| Series: | Discussion papers in statistics and econometrics. - Köln : Seminar f. Wirtschafts- u. Sozialstatistik, Univ. zu Köln. - Vol. 4/10 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10009139040