Efficient high-frequency variance estimators

Thumbnail
Metadata only
Author
Saichev, Alexander
Sornette, Didier
Filimonov, Vladimir
Date
2013
Type
  • Journal Article
Publication status
published
External links
Search via SFX
Journal / series
Journal of Investment Strategies
Volume
2(4)
Pages / Article No.
109 - 131
Publisher
Incisive Media
Organisational unit
03738 - Sornette, Didier  
Notes
Received 8 November 2012, Accepted 31 January 2013.
More
Show all metadata
ETH Bibliography
yes
Altmetrics