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  • Search: subject:"quadratic variation (QV)"
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Analysis of variance 1 Börsenkurs 1 CAPM 1 Estimation theory 1 Financial market 1 Finanzmarkt 1 Market microstructure 1 Marktmikrostruktur 1 Noise Trading 1 Noise trading 1 Schätztheorie 1 Share price 1 Stochastic process 1 Stochastischer Prozess 1 Varianzanalyse 1 Volatility 1 Volatilität 1 asset pricing 1 bipower variation 1 high frequency data 1 jump tests 1 market microstructure noise 1 power variation (PV) 1 quadratic variation (QV) 1 realized variance (RV) 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jiang, George J. 1 Pan, Guanzhong 1
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Frontiers of economics in China : selected publications from Chinese universities 1
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ECONIS (ZBW) 1
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Analysis of high frequency data in finance: a survey
Jiang, George J.; Pan, Guanzhong - In: Frontiers of economics in China : selected publications … 15 (2020) 2, pp. 141-166
Persistent link: https://www.econbiz.de/10012670616
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