Hautsch, N., & Podolskij, M. (2013). Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: Theory, implementation, and empirical evidence. Journal of business & economic statistics, 31(2), . https://doi.org/10.1080/07350015.2012.754313
Chicago Style (17th ed.) CitationHautsch, Nikolaus, and Mark Podolskij. "Pre-averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence." Journal of Business & Economic Statistics 31, no. 2 (2013). https://doi.org/10.1080/07350015.2012.754313.
MLA (9th ed.) CitationHautsch, Nikolaus, and Mark Podolskij. "Pre-averaging Based Estimation of Quadratic Variation in the Presence of Noise and Jumps: Theory, Implementation, and Empirical Evidence." Journal of Business & Economic Statistics, vol. 31, no. 2, 2013, https://doi.org/10.1080/07350015.2012.754313.