Robust estimation of intraweek periodicity in volatility and jump detection
| Year of publication: |
2011
|
|---|---|
| Authors: | Boudt, Kris ; Croux, Christophe ; Laurent, Sébastien |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 2, p. 353-368
|