Realized density estimation using intraday prices
Availability of high-frequency data, in line with IT developments, enables the use of Availability of high-frequency data, in line with IT developments, enables the use of more information to estimate not only the variance (volatility), but also higher realized moments and the entire realized distri...
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| Format: | Article |
| Language: | English |
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Sciendo
2020-05-01
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| Series: | Croatian Review of Economic, Business and Social Statistics |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/crebss-2020-0001 |