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Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Bibinger, Markus
Formato:	Preprint
Publicado:	2023
Materias:	Statistics Theory Probability 62M09, 60J65, 60F05
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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