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subject:"Volatility"
type_genre:"Article in journal"
~person:"Li, Z. Merrick"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~type:"book"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Dependent microstructure noise
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Li, Z. Merrick
Linton, Oliver
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Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
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