Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (Q6149866)
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scientific article; zbMATH DE number 7813301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas |
scientific article; zbMATH DE number 7813301 |
Statements
Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas (English)
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5 March 2024
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market microstructure noise
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realized volatility
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subsampling
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