You are in : Home » Results & submissions » Select UOA » 18 - Economics and Econometrics » View submission: University of Oxford » Outputs » Detail

Output details

18 - Economics and Econometrics

Output 28 of 242 in the submission

Output title

Bootstrapping pre-averaged realized volatility under market microstructure noise

Type

U - Working paper

Platform

CREATES Research Papers

Year of publication

2013

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract