Narrow search
Showing 1 - 3 of 3
Cover Image
Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim; Podolskij, Mark; Vetter, Mathias - In: Finance and stochastics 13 (2009) 2, pp. 239-268
Persistent link: https://www.econbiz.de/10008211979
Cover Image
Bias-correcting the realized range-based variance in the presence of market microstructure noise
Christensen, Kim; Podolskij, Mark; Vetter, Mathias - In: Finance and stochastics 13 (2009) 2, pp. 239-268
Persistent link: https://www.econbiz.de/10003939513
Cover Image
Spot volatility estimation using delta sequences
Mancini, Cecilia; Mattiussi, Vanessa; Renò, Roberto - In: Finance and stochastics 19 (2015) 2, pp. 261-293
Persistent link: https://www.econbiz.de/10011417938