How accurate is the asymptotic approximation to the distribution of realised variance?
Ole E. Barndorff-Nielsen and Neil Shephard
| Year of publication: |
2005
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Shephard, Neil G. |
| Published in: |
Identification and inference for econometric models : essays in honor of Thomas Rothenberg. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-84441-X. - 2005, p. 306-331
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| Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003352563