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Results for High-Frequency Volatility Estimation
Publications & Outputs
Renewal Based Volatility Estimation
Li, Y.
,
Nolte, I.
&
Nolte, S.
,
12/01/2019
, (Unpublished)
SSRN Working Paper
.
Research output
:
Working paper
High-frequency volatility estimation and the relative importance of market microstructure variables
Li, Y.
,
Nolte, I.
&
Nolte, S.
,
25/09/2015
,
50 p.
Research output
:
Working paper