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Real-time scheme for the volatility estimation in the presence of microstructure noise - MaRDI portal

Real-time scheme for the volatility estimation in the presence of microstructure noise (Q5502860)

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scientific article; zbMATH DE number 5488523
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English
Real-time scheme for the volatility estimation in the presence of microstructure noise
scientific article; zbMATH DE number 5488523

    Statements

    title
    Real-time scheme for the volatility estimation in the presence of microstructure noise (English)
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    author
    Shigeyoshi Ogawa
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    publication date
    9 January 2009
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    zbMATH Keywords
    volatility estimation
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    microstructure noise
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    Identifiers

    DOI
    10.1515/MCMA.2008.015
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    zbMATH DE Number
    5488523
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    OpenAlex ID
    W1968348538
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