Efficient high-frequency variance estimators
dc.contributor.author
Saichev, Alexander
dc.contributor.author
Sornette, Didier
dc.contributor.author
Filimonov, Vladimir
dc.date.accessioned
2017-06-11T01:40:05Z
dc.date.available
2017-06-11T01:40:05Z
dc.date.issued
2013
dc.identifier.issn
2047-1246
dc.identifier.issn
2047-1238
dc.identifier.uri
http://hdl.handle.net/20.500.11850/76449
dc.language.iso
en
dc.publisher
Incisive Media
dc.title
Efficient high-frequency variance estimators
dc.type
Journal Article
ethz.journal.title
Journal of Investment Strategies
ethz.journal.volume
2
ethz.journal.issue
4
ethz.pages.start
109
ethz.pages.end
131
ethz.notes
Received 8 November 2012, Accepted 31 January 2013.
ethz.identifier.nebis
009917148
ethz.publication.place
London
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.date.deposited
2017-06-11T01:41:53Z
ethz.source
ECIT
ethz.identifier.importid
imp593651569e37c30697
ethz.ecitpid
pub:120766
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T14:53:53Z
ethz.rosetta.lastUpdated
2023-02-06T12:12:26Z
ethz.rosetta.versionExported
true
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Journal Article [120835]