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Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations

dc.contributor.authorAndreou, Elenaen
dc.contributor.authorGhysels, Ericen
dc.contributor.editorTerrell, Deken
dc.contributor.editorFomby, Thomas B.en
dc.coverage.spatialAmsterdamen
dc.creatorAndreou, Elenaen
dc.creatorGhysels, Ericen
dc.date.accessioned2019-05-03T05:21:46Z
dc.date.available2019-05-03T05:21:46Z
dc.date.issued2006
dc.identifier.isbn0-7623-1274-2
dc.identifier.isbn978-0-7623-1274-0
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/47081
dc.publisherElsevier JAIen
dc.titleSampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximationsen
dc.typeinfo:eu-repo/semantics/bookChapter
dc.description.volume20 part 1en
dc.description.startingpage155
dc.description.endingpage181
dc.author.facultyΣχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management
dc.author.departmentΤμήμα Οικονομικών / Department of Economics
dc.type.uhtypeBook Chapteren
dc.description.totalnumpages155-181


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