Volume number(17):2017.3
Efficiency...

Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise

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Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise

Call No. (NDL)
Z61-F693
Bibliographic ID of National Diet Library
028073005
Material type
記事
Author
Shuichi NAGATA
Publisher
Nishinomiya : Society of Business Administration
Publication date
2017-03
Material Format
Paper
Journal name
International Review of Business (17):2017.3
Publication Page
p.41-60
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Paper Digital

Material Type
記事
Author/Editor
Shuichi NAGATA
Author Heading
Periodical title
International Review of Business
No. or year of volume/issue
(17):2017.3
Issue
17
Pages
41-60
Publication date of volume/issue (W3CDTF)
2017-03
ISSN (Periodical Title)
1342-6303