Estimating quadratic variation using realized variance
| Year of publication: |
2002
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 17.2002, 5, p. 457-478
|