Subsampling realised kernels (Q737277)
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scientific article; zbMATH DE number 6610573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subsampling realised kernels |
scientific article; zbMATH DE number 6610573 |
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Subsampling realised kernels (English)
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10 August 2016
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long run variance estimator
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market frictions
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quadratic variation
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realised kernel
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realised variance
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subsampling
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