Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility
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Institutional Knowledge at Singapore Management University
2014
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1738 https://ink.library.smu.edu.sg/context/soe_research/article/2737/viewcontent/DongYingjie_Publication.pdf |
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sg-smu-ink.soe_research-27372018-01-18T05:26:14Z Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility Dong, Yingjie Tse, Yiu Kuen 2014-12-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/1738 https://ink.library.smu.edu.sg/context/soe_research/article/2737/viewcontent/DongYingjie_Publication.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Business Time Sampling Scheme Time Transformation Integrated Volatility Autoregressive Conditional Duration Model High-Frequency Data Economics |
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Singapore Management University |
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SMU Libraries |
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Asia |
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Singapore Singapore |
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SMU Libraries |
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InK@SMU |
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English |
| topic |
Business Time Sampling Scheme Time Transformation Integrated Volatility Autoregressive Conditional Duration Model High-Frequency Data Economics |
| spellingShingle |
Business Time Sampling Scheme Time Transformation Integrated Volatility Autoregressive Conditional Duration Model High-Frequency Data Economics Dong, Yingjie Tse, Yiu Kuen Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| format |
text |
| author |
Dong, Yingjie Tse, Yiu Kuen |
| author_facet |
Dong, Yingjie Tse, Yiu Kuen |
| author_sort |
Dong, Yingjie |
| title |
Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| title_short |
Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| title_full |
Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| title_fullStr |
Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| title_full_unstemmed |
Business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| title_sort |
business time sampling scheme and its applications to semi-martingale hypothesis and estimating integrated volatility |
| publisher |
Institutional Knowledge at Singapore Management University |
| publishDate |
2014 |
| url |
https://ink.library.smu.edu.sg/soe_research/1738 https://ink.library.smu.edu.sg/context/soe_research/article/2737/viewcontent/DongYingjie_Publication.pdf |
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1770572491061723136 |