The Optimal Endogenous Sampling Scheme for Financial Asset Volatility Estimation

ZHOU Chenyue, CUI Wenhao

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (1) : 238-258.

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China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (1) : 238-258. DOI: 10.12012/CJoE2022-0025

The Optimal Endogenous Sampling Scheme for Financial Asset Volatility Estimation

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