The observed asymptotic variance: hard edges, and a regression approach (Q2658793)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The observed asymptotic variance: hard edges, and a regression approach |
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The observed asymptotic variance: hard edges, and a regression approach (English)
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24 March 2021
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asynchronous times
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consistency
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discrete observation
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edge effect
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irregular times
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leverage effect
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microstructure
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observed information
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realized volatility
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robust estimation
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semimartingale
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standard error
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two scales estimation
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volatility of volatility
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