OPTIMAL WEIGHT FOR REALIZED VARIANCE BASED ON INTERMITTENT HIGH‐FREQUENCY DATA*
| Year of publication: |
2012
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|---|---|
| Authors: | MASUDA, HIROKI ; MORIMOTO, TAKAYUKI |
| Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Blackwell Publ. Asia, ISSN 1352-4739, ZDB-ID 13357244. - Vol. 63.2012, 4, p. 497-527
|