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  • Search: subject:"Structural volatility estimation"
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Subject
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Capital income 1 Estimation 1 Estimation theory 1 Financial market 1 Finanzmarkt 1 High-frequency data 1 Integrated volatility estimation 1 Kapitaleinkommen 1 Market microstructure 1 Marktmikrostruktur 1 Microstructure noise 1 Noise Trading 1 Noise correction 1 Noise trading 1 Realized volatility 1 Schätztheorie 1 Schätzung 1 Structural volatility estimation 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
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Diebold, Francis X. 1 Strasser, Georg 1
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The review of economic studies 1
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ECONIS (ZBW) 1
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On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.; Strasser, Georg - In: The review of economic studies 80 (2013) 4, pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
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