Estimating quadratic variation consistently in the presence of correlated measurement errors

Ilze Kalnina and Oliver Linton

Year of publication:	Oct. 2006
Other Persons:	Kalnina, Ilze (contributor) ; Linton, Oliver (contributor)
Publisher:	London : LSE, STICERD
Subject:	Statistischer Fehler \| Statistical error \| Schätztheorie \| Estimation theory \| Korrelation \| Correlation \| Volatilität \| Volatility

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