Back to Results
First PageMeta Content
Statistical theory / Estimation theory / Mathematical finance / Statistical inference / Signal processing / Stochastic volatility / Volatility / Efficiency / Bias of an estimator / Maximum likelihood estimation / Estimator / Realized kernel


Ann Inst Stat Math:673–703 DOIs10463z Optimal restricted quadratic estimator of integrated volatility Liang-Ching Lin · Meihui Guo
Add to Reading List

Document Date: 2016-06-28 03:34:42

Open Document

File Size: 290,38 KB

Share Result on Facebook
UPDATE