EDGEWORTH EXPANSIONS FOR REALIZED VOLATILITY AND RELATED ESTIMATORS
| Year of publication: |
2005
|
|---|---|
| Authors: | Zhang, Lan ; Mykland, Per ; Ai͏̈t-Sahalia, Yacine |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2005, 319
|