Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis (Q5363233)
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scientific article; zbMATH DE number 6786575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis |
scientific article; zbMATH DE number 6786575 |
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Assessing the Performance of Different Volatility Estimators: A Monte Carlo Analysis (English)
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5 October 2017
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volatility
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high-frequency data
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jumps
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microstructure noise
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