Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2014
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| In: |
Journal of financial econometrics
Year: 2014, Jahrgang: 12, Heft: 1, Pages: 174-212 |
| ISSN: | 1479-8417 |
| DOI: | 10.1093/jjfinec/nbt008 |
| Online-Zugang: | Resolving-System, kostenfrei, Volltext: http://dx.doi.org/10.1093/jjfinec/nbt008
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| Verfasserangaben: | Rainer Dahlhaus; Jan C. Neddermeyer |
MARC
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