Efficient high-frequency variance estimators

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Autor(in)
Saichev, Alexander
Sornette, Didier
Filimonov, Vladimir
Datum
2013
Typ
    Journal Article
Publikationsstatus
published
Zeitschrift / Serie
Journal of Investment Strategies
Band
2(4)
Seiten / Artikelnummer
109 - 131
Verlag
Incisive Media
Organisationseinheit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)  
Anmerkungen
Received 8 November 2012, Accepted 31 January 2013.
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