Quantile estimation in ultra-high frequency financial data: A comparison between parametric and semiparametric approach

Statistical Methods and Applications

Volumn 12, Issue 2, 2003, Pages 243-257

  Zuccolotto, Paola ^a  

^a UNIVERSITY OF BRESCIA   (Italy)

Author keywords

ACD models; Distribution free sample random variables; Quantiles estimation; Ultra high frequency data

Indexed keywords

EID: 84879157095     PISSN: 16182510     EISSN: 1613981X     Source Type: Journal    
DOI: 10.1007/s10260-003-0058-y     Document Type: Article

References (11)

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