Počet záznamů: 1
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
SYS 0434203 LBL 02315^^^^^2200373^^^450 005 20240103204932.2 014 $a 84936890267 $2 SCOPUS 014 $a 000357669600001 $2 WOS 017 70
$a 10.1080/14697688.2014.950319 $2 DOI 100 $a 20150129d m y slo 03 ba 101 0-
$a eng $d eng 102 $a GB 200 1-
$a Realized wavelet-based estimation of integrated variance and jumps in the presence of noise 215 $a 18 s. $c P 300 $a DOI nezjištěno ; UT WOS nezjištěno 463 -1
$1 001 cav_un_epca*0039898 $1 011 $a 1469-7688 $e 1469-7696 $1 200 1 $a Quantitative Finance $v Roč. 15, č. 8 (2015), s. 1347-1364 610 0-
$a quadratic variation 610 0-
$a realized variance 610 0-
$a jumps 610 0-
$a market microstructure noise 610 0-
$a wavelets 700 -1
$3 cav_un_auth*0242028 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 50 $a Baruník $b Jozef $p UTIA-B $z K $T Ústav teorie informace a automatizace AV ČR, v. v. i. 701 -1
$3 cav_un_auth*0101217 $i Ekonometrie $j Department of Econometrics $k E $l E $w Department of Econometrics $4 070 $9 50 $a Vácha $b Lukáš $p UTIA-B $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2014/E/barunik-0434203.pdf
Počet záznamů: 1