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  • Search: subject:"(Powers of) volatility estimation"
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(Powers of) volatility estimation 1 Central limit theorem 1 Estimation 1 Estimation theory 1 Fourier analysis 1 High-frequency data 1 Market microstructure 1 Marktmikrostruktur 1 Quarticity 1 Schätztheorie 1 Schätzung 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Livieri, Giulia 1 Mancino, Maria Elvira 1 Marmi, Stefano 1
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Decisions in economics and finance : DEF ; a journal of applied mathematics 1
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ECONIS (ZBW) 1
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Asymptotic results for the Fourier estimator of the integrated quarticity
Livieri, Giulia; Mancino, Maria Elvira; Marmi, Stefano - In: Decisions in economics and finance : DEF ; a journal of … 42 (2019) 2, pp. 471-502
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