A robust neighborhood truncation approach to estimation of integrated quarticity

Torben Andersen, Dobrislav Dobrev, and Ernst Schaumburg

Year of publication:	2013
Authors:	Andersen, Torben ; Dobrev, Dobrislav ; Schaumburg, Ernst
Publisher:	Washington, DC : Board of Governors of the Federal Reserve System
Subject:	Robust Neighborhood Truncation Estimator \| Functional Filtering \| Integrated Quarticity \| Inference on Integrated Variance \| Inference on Jumps \| High-Frequency Data \| Zeitreihenanalyse \| Time series analysis \| Börsenkurs \| Share price \| Volatilität \| Volatility \| Elektronisches Handelssystem \| Electronic trading \| Statistische Verteilung \| Statistical distribution \| Varianzanalyse \| Analysis of variance \| Robustes Verfahren \| Robust statistics

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