The Estimation of Leverage Effect With High-Frequency Data (Q4975343)
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scientific article; zbMATH DE number 6756864
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Estimation of Leverage Effect With High-Frequency Data |
scientific article; zbMATH DE number 6756864 |
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The Estimation of Leverage Effect With High-Frequency Data (English)
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4 August 2017
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consistency
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discrete observation
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efficiency
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Itô process
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microstructure noise
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realized volatility
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skewness
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stable convergence
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