Asymptotics of realized volatility with non-Gaussian ARCH(∞) microstructure noise

Hiroyuki Taniai, Takashi Usami, Nobuyuki Suto, Masanobu Taniguchi

Research output: Contribution to journalArticle

1 Citation (Scopus)

Fingerprint Dive into the research topics of 'Asymptotics of realized volatility with non-Gaussian ARCH(∞) microstructure noise'. Together they form a unique fingerprint.

Business & Economics