Efficient Estimation of Integrated Volatility Incorporating Trading Information Yingying Li† Shangyu Xie‡

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Date: 2016-07-11 23:25:12 Estimation theory Statistical theory Maximum likelihood estimation Consistent estimator Fisher information Parametric model Efficient estimator Asymptotic theory Volatility Estimator		Efficient Estimation of Integrated Volatility Incorporating Trading Information Yingying Li† Shangyu Xie‡ Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 576,28 KB Share Document on Facebook

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