A tale of two time scales: determining integrated volatility with noisy high-frequency data
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2003
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10111 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 29 S. |
Internformat
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Datensatz im Suchindex
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| author | Zhang, Lan Mykland, Per A. Aït-Sahalia, Yacine |
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| author_facet | Zhang, Lan Mykland, Per A. Aït-Sahalia, Yacine |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:41:27Z |
| indexdate | 2024-07-09T21:25:09Z |
| institution | BVB |
| language | English |
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| physical | 29 S. |
| publishDate | 2003 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Zhang, Lan Verfasser (DE-588)128978996 aut A tale of two time scales determining integrated volatility with noisy high-frequency data Lan Zhang ; Per A. Mykland ; Yacine Ait-Sahalia Cambridge, Mass. National Bureau of Economic Research 2003 29 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10111 Ökonometrisches Modell Rate of return Econometric models Mykland, Per A. Verfasser (DE-588)124786138 aut Aït-Sahalia, Yacine Verfasser (DE-588)128764465 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10111 (DE-604)BV002801238 10111 http://papers.nber.org/papers/w10111.pdf kostenfrei Volltext |
| spellingShingle | Zhang, Lan Mykland, Per A. Aït-Sahalia, Yacine A tale of two time scales determining integrated volatility with noisy high-frequency data National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Rate of return Econometric models |
| title | A tale of two time scales determining integrated volatility with noisy high-frequency data |
| title_auth | A tale of two time scales determining integrated volatility with noisy high-frequency data |
| title_exact_search | A tale of two time scales determining integrated volatility with noisy high-frequency data |
| title_exact_search_txtP | A tale of two time scales determining integrated volatility with noisy high-frequency data |
| title_full | A tale of two time scales determining integrated volatility with noisy high-frequency data Lan Zhang ; Per A. Mykland ; Yacine Ait-Sahalia |
| title_fullStr | A tale of two time scales determining integrated volatility with noisy high-frequency data Lan Zhang ; Per A. Mykland ; Yacine Ait-Sahalia |
| title_full_unstemmed | A tale of two time scales determining integrated volatility with noisy high-frequency data Lan Zhang ; Per A. Mykland ; Yacine Ait-Sahalia |
| title_short | A tale of two time scales |
| title_sort | a tale of two time scales determining integrated volatility with noisy high frequency data |
| title_sub | determining integrated volatility with noisy high-frequency data |
| topic | Ökonometrisches Modell Rate of return Econometric models |
| topic_facet | Ökonometrisches Modell Rate of return Econometric models |
| url | http://papers.nber.org/papers/w10111.pdf |
| volume_link | (DE-604)BV002801238 |
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