Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise

Published 2007 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 52, Issue 6, Pages 2966-2989
Publisher
Elsevier BV
Online
2007-08-07
DOI
10.1016/j.csda.2007.07.014

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.