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  • Search: subject:"sampling frequency selection"
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Subject
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Kernel density 2 bandwidth selection 2 intraday prices 2 realized moments 2 sampling frequency selection 2 two-time scale estimator 2 Börsenkurs 1 Estimation 1 Estimation theory 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Sampling 1 Schätztheorie 1 Schätzung 1 Share price 1 Statistical distribution 1 Statistische Verteilung 1 Stichprobenerhebung 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Arnerić, Josip 2
Published in...
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Croatian Review of Economic, Business and Social Statistics (CREBSS) 1 Croatian review of economic, business and social statistics : CREBSS 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Realized density estimation using intraday prices
Arnerić, Josip - In: Croatian review of economic, business and social … 6 (2020) 1, pp. 1-9
with respect to the bandwidth selection as well as the sampling frequency selection. The main finding is that the kernel …
Persistent link: https://www.econbiz.de/10012264979
Saved in:
Cover Image
Realized density estimation using intraday prices
Arnerić, Josip - In: Croatian Review of Economic, Business and Social … 6 (2020) 1, pp. 1-9
with respect to the bandwidth selection as well as the sampling frequency selection. The main finding is that the kernel …
Persistent link: https://www.econbiz.de/10015437254
Saved in:
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