Efficient estimation of integrated volatility incorporating trading information (Q311638)
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scientific article; zbMATH DE number 6626831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of integrated volatility incorporating trading information |
scientific article; zbMATH DE number 6626831 |
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Efficient estimation of integrated volatility incorporating trading information (English)
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13 September 2016
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high frequency data
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integrated volatility
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market microstructure noise
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realized volatility
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efficiency
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