Mixed Interval Realized Variance: A Robust Estimator of Stock Price Volatility
Sutton, Maxwell, L. Vasnev, Andrey, Gerlach, RichardLanguage:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2018.06.001
Date:
June, 2018
File:
PDF, 1.02 MB
english, 2018