Properties of Realized Variance for a Pure Jump Process: Calendar Time Sampling versus Business Time Sampling
| Year of publication: |
2004
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| Authors: | Oomen, Roel |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004981097