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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Brandt, Michael W."
~person:"Liu, Zhi"
~person:"Lucas, André"
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Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
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