Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
| Year of publication: |
2008
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| Authors: | Barndorff-Nielsen, Olee ; Hansen, Peterreinhard ; Lunde, Asger ; Shephard, Neil |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 76.2008, 6, p. 1481-1536
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