Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: theory, implementation, and empirical evidence
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2013
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| In: |
Journal of business & economic statistics
Year: 2013, Volume: 31, Issue: 2, Pages: 165-183 |
| ISSN: | 1537-2707 |
| DOI: | 10.1080/07350015.2012.754313 |
| Online Access: | Resolving-System, Volltext: http://dx.doi.org/10.1080/07350015.2012.754313
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| Author Notes: | Nikolaus Hautsch; Mark Podolskij |
| Item Description: | Gesehen am 29.11.2013 |
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| Physical Description: | Online Resource |
| ISSN: | 1537-2707 |
| DOI: | 10.1080/07350015.2012.754313 |