Estimating the integrated volatility using high-frequency...

  • Main
  • 2018 / 2
  • Estimating the integrated volatility using high-frequency...
Journal of Econometrics 2018 / 2

Estimating the integrated volatility using high-frequency data with zero durations

Liu, Zhi, Kong, Xin-Bing, Jing, Bing-Yi
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?
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2017.12.008
Date:
February, 2018
File:
PDF, 1.06 MB
english, 2018
Conversion to is in progress
Conversion to is failed