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person:"Dobrev, Dobrislav"
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Dobrev, Dobrislav
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A functional filtering and neighborhood truncation approach to integrated quarticity estimation
Andersen, Torben
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Dobrev, Dobrislav
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Schaumburg, Ernst
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2011
Persistent link: https://www.econbiz.de/10009230319
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
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Dobrev, Dobrislav
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Schaumburg, Ernst
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2009
Persistent link: https://www.econbiz.de/10003909988
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