Estimating the variance parameter from noisy high frequency financial data
Author(s)
Zhou, Bin![Thumbnail](/bitstream/handle/1721.1/47647/estimatingvarian00zhou.pdf.jpg?sequence=44&isAllowed=y)
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Metadata
Show full item recordDescription
"Latest revision: November 1994--P. 1."
Date issued
1994Publisher
Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
estimatingvarian00zhou
Series/Report no.
Working paper (Sloan School of Management) ; 3739.