Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Ημερομηνία
2006Συγγραφέας
Andreou, ElenaGhysels, Eric
ISBN
0-7623-1274-2978-0-7623-1274-0
Εκδότης
Elsevier JAIPlace of publication
AmsterdamVolume
20 part 1Pages
155-181Google Scholar check