Asymptotic theory of range-based multipower variation
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2012
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| In: |
Journal of financial econometrics
Year: 2012, Jahrgang: 10, Heft: 3, Pages: 417-456 |
| ISSN: | 1479-8417 |
| DOI: | 10.1093/jjfinec/nbr019 |
| Online-Zugang: | Resolving-System, Volltext: http://dx.doi.org/10.1093/jjfinec/nbr019
|
| Verfasserangaben: | Kim Christensen; Mark Podolskij |
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