Nonparametric estimation for high-frequency data incorporating trading information (Q6199631)
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scientific article; zbMATH DE number 7822320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation for high-frequency data incorporating trading information |
scientific article; zbMATH DE number 7822320 |
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Nonparametric estimation for high-frequency data incorporating trading information (English)
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21 March 2024
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integrated volatility
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Laplace estimator
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market microstructure noise
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sieve estimator
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