Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets

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Date: 2009-10-20 14:40:32 Mathematical sciences Estimation theory Statistical theory Realized variance Realized kernel Options Volatility Estimator Normal distribution Mathematical finance Statistics Statistical inference		Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial Markets Add to Reading List Source URL: federalreserve.gov Download Document from Source Website File Size: 907,09 KB Share Document on Facebook

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