Estimating spot volatility with high-frequency financial data (Q2451790)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating spot volatility with high-frequency financial data |
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Estimating spot volatility with high-frequency financial data (English)
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4 June 2014
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spot volatility
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market microstructure noise
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subsampling
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scale selection
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bandwidth selection
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