A Tale of Two Time Scales: Determining Integrated...

Journal of the American Statistical Association 2005 / 12 Vol. 100; Iss. 472

A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High-Frequency Data

Lan Zhang, Per A. Mykland and Yacine Aït-Sahalia
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:
100
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.2307/27590680
Date:
December, 2005
File:
PDF, 2.21 MB
english, 2005
Conversion to is in progress
Conversion to is failed