Volatility Functionals
A study on the effects of price staleness on volatility functionals estimation in financial markets proposes a consistent global estimator that corrects bias.
Featured in No. 53 on 12 Jun 2024 · 4 days after release
- Released
- 8 Jun 2024
- First featured
- No. 53 · 12 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4857801
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