Finite sample accuracy and choice of sampling frequency in integrated volatility estimation
| Autor: | Nielsen, Morten Ørregaard, Frederiksen, Per |
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| Zdroj: | In Journal of Empirical Finance 2008 15(2):265-286 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Nielsen, Morten Ørregaard, Frederiksen, Per |
|---|---|
| Zdroj: | In Journal of Empirical Finance 2008 15(2):265-286 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect