Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629)
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scientific article; zbMATH DE number 5564682
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise |
scientific article; zbMATH DE number 5564682 |
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Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (English)
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12 June 2009
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integrated volatility
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nonparametric estimation
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Fourier analysis
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microstructure
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optimal sampling
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