Efficient high-frequency variance estimators

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Author

Saichev, Alexander

Sornette, Didier

Filimonov, Vladimir

Date

2013

Type

Journal Article

ETH Bibliography

yes

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Publication status

published

External links

Journal / series

Journal of Investment Strategies

Volume

2(4)

Pages / Article No.

109 - 131

Publisher

Incisive Media

Organisational unit

03738 - Sornette, Didier / Sornette, Didier

Notes

Received 8 November 2012, Accepted 31 January 2013.

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ETH Bibliography

yes

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