A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY
| Year of publication: |
2014
|
|---|---|
| Authors: | Andersen, Torben G. ; Dobrev, Dobrislav ; Schaumburg, Ernst |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 30.2014, 01, p. 3-59
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |