Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
type: Item
instance of: scholarly article
title: Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
zbMATH Open document ID: 1253.91192
author: Dong Wan Shin
author: Sangun Park
published in: Economics Letters
publication date: 2012-12-18T00:00:00Z
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6116602
zbMATH Keywords: efficiency
zbMATH Keywords: factoring likelihood
zbMATH Keywords: realized variance
MaRDI profile type: Publication
full work available at URL: j.econlet.2011.12.113
OpenAlex ID: W1988469545
cites work: Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
cites work: Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
cites work: Q5447122
cites work: Q4779059
cites work: Realized Volatility: A Review
DOI: 10.1016/J.ECONLET.2011.12.113
description: scientific article; zbMATH DE number 6116602