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
|
|---|---|
| Authors: | Li, Jia |
| Published in: |
Econometrica. - Econometric Society. - Vol. 81.2013, 4, p. 1673-1693
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011026240