Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local‐to‐Continuity Theory for the Pre‐Averaging Method
| Year of publication: |
2013
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| Authors: | Li, Jia |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 81.2013, 4, p. 1673-1693
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