3 treff

Bentu shiyuxia de bainian Zhongguo nüxing wenxue
Zhang, Lan
Bok Kinesisk 2007
Ultra high frequency volatility estimation with dependent microstructure noise
Ait-Sahalia, Yacine
Bok Engelsk 2005
A tale of two time scales : determining integrated volatility with noisy high-frequency data
Lan Zhang, Per A. Mykland, Yacine Ait-Sah...
Bok Engelsk 2003