Theory and Methods - A Tale of Two Time Scales: Determining Integrated Volatility With Noisy High-Frequency Data
| Year of publication: |
2005
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|---|---|
| Authors: | Zhang, Lan ; Mykland, Per A. ; Ai͏̈t-Sahalia, Yacine |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 100.2005, 472, p. 1394-1411
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