Realized kernels in practice: trades and quotes (Q3653354)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Realized kernels in practice: trades and quotes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized kernels in practice: trades and quotes |
scientific article |
Statements
Realized kernels in practice: trades and quotes (English)
0 references
22 December 2009
0 references
HAC estimator
0 references
long run variance estimator
0 references
market frictions
0 references
quadratic variation
0 references
realized variance
0 references
0 references
0 references
0 references
0 references
0 references
