Optimal Sampling and Realized Volatility Estimation under the Presence of Microstructure Noise
Author(s)
Wang, Yaping
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
Format Extent
325709 bytes
Creator
Wang, Yaping
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance
