Pre-averaging based estimation of quadratic variation in the presence of noise and jumps: theory, implementation, and empirical evidence
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
2013
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| In: |
Journal of business & economic statistics
Year: 2013, Jahrgang: 31, Heft: 2, Pages: 165-183 |
| ISSN: | 1537-2707 |
| DOI: | 10.1080/07350015.2012.754313 |
| Online-Zugang: | Resolving-System, Volltext: http://dx.doi.org/10.1080/07350015.2012.754313
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| Verfasserangaben: | Nikolaus Hautsch; Mark Podolskij |
MARC
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