We present a theory of efficient high-frequency integrated variance estimators and illustrate it in the case where the underlying asset price follows stochastic processes with statistically ...
For those who operate extremely precise clocks and oscillators, a principal task is characterizing the frequency stability of the devices. One recommended method hasbeen to use the two-sample ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Somer G. Anderson is CPA, doctor of ...