Questions tagged [realized]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1
vote
1answer
67 views

Optimal bandwidth for Realized Kernel

If I want to estimate Realized Kernel for 1 min bins, is there a way to compute the optimal bandwidth? In the reference paper: Realised Kernels in Practice: Trades and Quotes (Ole Barndoff-Nielsen et ...