Frequency of observation and the estimation of integrated...

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Alain P. Chaboud, Benjamin Chiquoine, Erik Hjalmarsson, Mico Loretan
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
17
Year:
2010
Language:
english
DOI:
10.1016/j.jempfin.2009.09.003
File:
PDF, 3.71 MB
english, 2010
Conversion to is in progress
Conversion to is failed