Rounding errors and volatility estimation
Yingying Li; Per A. Mykland
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Yingying ; Mykland, Per A. |
| 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. 478-504
|
| Subject: | rounding errors | bias-correction | diffusion process | market microstructure | realized volatility (RV) | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory | Schätzung | Estimation |
| 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/10011339292