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Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models

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Bibliographic Details
Main Authors: Dahlhaus, Rainer (Author) , Neddermeyer, Jan Christoph (Author)
Format: Article (Journal)
Language:English
Published: 2014
In: Journal of financial econometrics
Year: 2014, Volume: 12, Issue: 1, Pages: 174-212
ISSN:1479-8417
DOI:10.1093/jjfinec/nbt008
Online Access:Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.1093/jjfinec/nbt008
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Author Notes:Rainer Dahlhaus; Jan C. Neddermeyer
Description
Item Description:Gesehen am 16.01.2015
Physical Description:Online Resource
ISSN:1479-8417
DOI:10.1093/jjfinec/nbt008

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