Bias in the estimation of non-linear transformations of the integrated variance of returns
| Year of publication: |
2006
|
|---|---|
| Authors: | Harris, Richard D.F. ; Guermat, Cherif |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 25.2006, 7, p. 481-494
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