Estimating quadratic variation using realised variance

Ole E. Barndorff-Nielsen and Neil Shepard

Year of publication:	June 2002 ; [Elektronische Resource]
Other Persons:	Barndorff-Nielsen, Ole E. (contributor) ; Shepard, Neil (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Nichtlineare Optimierung \| Nonlinear programming \| Theorie \| Theory \| Varianzanalyse \| Analysis of variance

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