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

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