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Faculty of Scien... [1]
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LIU ZHI [1]
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2017 [1]
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英語English [1]
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FINANCE AND STOC... [1]
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Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Journal article
Liu, Zhi. Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations[J]. FINANCE AND STOCHASTICS, 2017, 21(2), 427-469.
Authors:
Liu, Zhi
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Submit date：2018/10/30
Integrated Volatility
High-frequency Data
Multiple Observations
Stable Convergence
