Clicky

How often to sample a continuous-time process in the presence of market microstructure noise by Yacine Aït-Sahalia and similar books you'll love - Bookscovery

Home > Authors > Yacine Aït-Sahalia > How often to sample a continuous-time process in the presence of market microstructure noise

Buy at: Bookshop.org Amazon

How often to sample a continuous-time process in the presence of market microstructure noise

Yacine Aït-Sahalia

Recent activity

Rate this book to see your activity here.

5 Books Similar to How often to sample a continuous-time process in the presence of market microstructure noise by Yacine Aït-Sahalia

Bookscovery readers who liked How often to sample a continuous-time process in the presence of market microstructure noise also like Disentangling volatility from jumps, High frequency market microstructure noise estimates and liquidity measures and Luxury goods and the equity premium. How many of these have you read?

Disentangling volatility from jumps by Yacine Aït-Sahalia

Cover of Disentangling volatility from jumps
Buy this book at:
Bookshop.org Amazon

High frequency market microstructure noise estimates and liquidity measures by Yacine Aït-Sahalia

Cover of High frequency market microstructure noise estimates and liquidity measures
Buy this book at:
Bookshop.org Amazon

Luxury goods and the equity premium by Yacine Aït-Sahalia

Cover of Luxury goods and the equity premium
Buy this book at:
Bookshop.org Amazon

Maximum likelihood estimation of stochastic volatility models by Yacine Aït-Sahalia

Cover of Maximum likelihood estimation of stochastic volatility models
Buy this book at:
Bookshop.org Amazon

Ultra high frequency volatility estimation with dependent microstructure noise by Yacine Aït-Sahalia

Cover of Ultra high frequency volatility estimation with dependent microstructure noise
Buy this book at:
Bookshop.org Amazon

Comments and reviews of How often to sample a continuous-time process in the presence of market microstructure noise

Please sign in to leave a comment