Estimating the variance parameter from noisy high frequency financial data

Name

estimatingvarian00zhou.pdf

Size

1.04 MB

Format

Adobe PDF

Checksum (MD5)

e7c25921f5c30c7b9d3d383821a80345

Author(s)

Zhou, Bin

Date Issued

1994

Publisher

Cambridge, Mass. : Sloan School of Management, Massachusetts Institute of Technology

Series/Report no.

Working paper (Sloan School of Management) ; 3739.

Description

"Latest revision: November 1994--P. 1."

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