Challenges of integrated variance estimation in emerging stock markets
Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their unique characteristics. When dealing with ultr...
| Main Authors: | , |
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| Format: | Article |
| Language: | deu |
| Published: |
Faculty of Economics University of Rijeka
2019-12-01
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| Series: | Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu |
| Subjects: | |
| Online Access: | https://www.efri.uniri.hr/upload/ZBORNIK%202_2019/07-Arneric-Matkovic-2019-2.pdf |