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A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY
Andersen, Torben G.
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric Theory
30
(
2014
)
01
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010734970
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THE ECONOMETRICS OF FINANCIAL MARKETS
Andersen, Torben G.
- In:
Econometric Theory
14
(
1998
)
05
,
pp. 671-685
Persistent link: https://www.econbiz.de/10005250168
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3
SIMULATION-BASED ECONOMETRIC METHODS
Andersen, Torben G.
- In:
Econometric Theory
16
(
2000
)
01
,
pp. 131-138
Persistent link: https://www.econbiz.de/10005250223
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