DSpace at EWHA: Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T12:08:29Z	-
dc.date.available	2016-08-28T12:08:29Z	-
dc.date.issued	2012	*
dc.identifier.issn	0165-1765	*
dc.identifier.other	OAK-8848	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/222705	-
dc.description.abstract	Efficiency of the realized variance of an asset is improved by taking advantage of another asset whose return is cross-sectionally correlated with that of the asset and is less sensitive to market microstructure noises permitting higher frequency sampling than the original asset. © 2012 Elsevier B.V.	*
dc.language	English	*
dc.title	Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies	*
dc.type	Article	*
dc.relation.issue	3	*
dc.relation.volume	115	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	334	*
dc.relation.lastpage	337	*
dc.relation.journaltitle	Economics Letters	*
dc.identifier.doi	10.1016/j.econlet.2011.12.113	*
dc.identifier.wosid	WOS:000304637100002	*
dc.identifier.scopusid	2-s2.0-84862784573	*
dc.author.google	Shin D.W.	*
dc.author.google	Park S.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*