Estimating quadratic variation using realized variance
Year of publication: |
2002
|
---|---|
Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 17.2002, 5, p. 457-477
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
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