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

First Page		Document Content
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

	Stat 928: Statistical Learning Theory Lecture: 4 The Central Limit Theorem; Large Deviations; and Rate Functions Instructor: Sham Kakade DocID: 1vkcR - View Document
	Stat 928: Statistical Learning Theory Lecture: 22 Exponentiated Gradient Descent Instructor: Sham Kakade DocID: 1vbLp - View Document
	ECE901 Spring 2007 Statistical Learning Theory Instructor: R. Nowak Lecture 13: Maximum Likelihood Estimation DocID: 1vbHd - View Document
	Statistical learning theory : a primer Louis Wehenkel University of Li`ege - Institut Montefiore Department of Electrical Engineering and Computer Science Email : February 1, 2018 DocID: 1v6Ai - View Document
	Stat 928: Statistical Learning Theory Lecture: 19 Perceptron Lower Bound & The Winnow Algorithm Instructor: Sham Kakade DocID: 1v3Qc - View Document