Ultra high frequency volatility estimation with dependent microstructure noise /

Bibliographic Details
Main Author:	Ait-Sahalia, Yacine
Other Authors:	Mykland, Per Aslak, Zhang, Lan
Format:	Book
Language:	English
Published:	Frankfurt and Main : Deutsche Bundesbank, 2005
Series:	Discussion paper (Deutsche Bundesbank). Series 1: economic studies no. 30/2005
Subjects:	VOLATILIDAD FINANCIERA ANALISIS ECONOMETRICO
Online Access:	http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2005/2005_09_12_dkp_30.pdf?__blob=publicationFile

MARC


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245	1	0	\|a Ultra high frequency volatility estimation with dependent microstructure noise / \|c Yacine Ait Sahalia, Per A. Mykland, Lan Zhang.
260			\|a Frankfurt and Main : \|b Deutsche Bundesbank, \|c 2005
300			\|a 51 p.
490	1		\|a Discussion paper. Serie 1: economic studies ; \|v no. 30/2005
504			\|a Bibliografía: p. 22-23.
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700	1		\|a Zhang, Lan \|9 5188
830		0	\|9 4690 \|a Discussion paper (Deutsche Bundesbank). \|p Series 1: economic studies \|v no. 30/2005
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