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accessRights:"restricted"
type_genre:"Working Paper"
~isPartOf:"MIT Sloan Research Paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Firpo, Sérgio Pinheiro"
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Andersen, Torben
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A functional filtering and neighborhood truncation approach to integrated quarticity estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
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2011
Persistent link: https://www.econbiz.de/10009230319
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Decomposition methods in economics
Fortin, Nicole Marie
;
Lemieux, Thomas
;
Firpo, Sérgio …
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2010
Persistent link: https://www.econbiz.de/10003978477
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3
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003909988
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