REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
| Year of publication: |
2014
|
|---|---|
| Authors: | Li, Yingying ; Mykland, Per A. ; Renault, Eric ; Zhang, Lan ; Zheng, Xinghua |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 30.2014, 03, p. 580-605
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |