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Bias-corrected realized variance - MaRDI portal

Bias-corrected realized variance (Q5860901)

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scientific article; zbMATH DE number 7484444
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English
Bias-corrected realized variance
scientific article; zbMATH DE number 7484444

    Statements

    title
    Bias-corrected realized variance (English)
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    author
    Jin-Huei Yeh
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    Jying-Nan Wang
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    publication date
    4 March 2022
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    zbMATH Keywords
    bias correction
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    finite sample MSE
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    market microstructure noise
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    optimal sampling frequency
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    realized variance
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62P20
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    91B24
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    zbMATH DE Number
    7484444
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    OpenAlex ID
    W2507629669
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    Wikidata QID
    Q57700605
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