Asymptotic theory of range-based multipower variation
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| Main Authors: | , |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
2012
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| In: |
Journal of financial econometrics
Year: 2012, Volume: 10, Issue: 3, Pages: 417-456 |
| ISSN: | 1479-8417 |
| DOI: | 10.1093/jjfinec/nbr019 |
| Online Access: | Resolving-System, Volltext: http://dx.doi.org/10.1093/jjfinec/nbr019
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| Author Notes: | Kim Christensen; Mark Podolskij |
| Item Description: | Gesehen am 26.11.2013 |
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| Physical Description: | Online Resource |
| ISSN: | 1479-8417 |
| DOI: | 10.1093/jjfinec/nbr019 |