Bias-Corrected Realized Variance under Dependent Microstructure Noise

Oya, Kosuke

Discussion Papers In Economics And Business, 2009, 09-39

アクセス数:702件（2025-07-09 23:15 集計）

固定URL: https://hdl.handle.net/11094/13573

タイトル	Bias-Corrected Realized Variance under Dependent Microstructure Noise
著者	NRID 1000020233281 1000020233281 researchmap permalink k_oya k_oya Scopus Author ID 7003899662 7003899662 著者名 Oya, Kosuke
出版者	Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
収録物名	Discussion Papers In Economics And Business
巻(号)	09-39
刊行年月	2009-12
言語	英語
ハンドルURL	https://hdl.handle.net/11094/13573
NCID	AA1160366X
関連情報 (references)	URI http://www2.econ.osaka-u.ac.jp/library/global/dp/0939pdf
アクセス権	metadata only access
カテゴリ	ディスカッション／ワーキング・ペーパー DP/WP
カテゴリ	Discussion Papers In Economics And Business

資源タイプ	テクニカルレポート
ローカル資源タイプ	ディスカッション／ワーキング・ペーパー
DCMI資源タイプ	text
DCTERMS.bibliographicCitation	Discussion Papers In Economics And Business. 2009, 09-39
DC.title	Bias-Corrected Realized Variance under Dependent Microstructure Noise
DC.creator	Oya, Kosuke
DC.publisher	Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
DC.language' scheme='DCTERMS.RFC1766	英語
DC.type' scheme='DCTERMS.DCMIType	text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2009-12
DC.relation' scheme='DCTERMS.URI	http://www2.econ.osaka-u.ac.jp/library/global/dp/0939pdf
DC.format	13573
citation_title	Bias-Corrected Realized Variance under Dependent Microstructure Noise
citation_author	Oya, Kosuke
citation_publisher	Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
citation_language	英語
citation_date	2009-12
citation_journal_title	Discussion Papers In Economics And Business
citation_volume	09-39
citation_public_url	https://hdl.handle.net/11094/13573
citation_abstract_html_url	http://www2.econ.osaka-u.ac.jp/library/global/dp/0939pdf