Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence [[Elektronische Ressource]] : [July 2010]

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2010,17

Classification: Mathematik

Event: Veröffentlichung

(where): Frankfurt am Main

(who): Univ.-Bibliothek Frankfurt am Main

(when): 2010

Creator: Hautsch, Nikolaus
Podolskij, Mark

URN: urn:nbn:de:hebis:30-75630

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:30 AM CEST

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Hautsch, Nikolaus
Podolskij, Mark
Univ.-Bibliothek Frankfurt am Main

Time of origin

2010

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Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence [[Elektronische Ressource]] : [July 2010]

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