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Search: subject:"intraday spot volatility"
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Non-parametric estimation of
intraday
spot
volatility
: Disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-Tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the
intraday
spot
volatility
. …
Persistent link: https://www.econbiz.de/10011755303
Saved in:
2
Non-parametric estimation of
intraday
spot
volatility
: disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the
intraday
spot
volatility
. …
Persistent link: https://www.econbiz.de/10011411344
Saved in:
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