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Moving Average-Based Estimators of Integrated Variance
Hansen, Peter; Large, Jeremy; Lunde, Asger - In: Econometric reviews 27 (2008) 1-3, pp. 79-111
Persistent link: https://www.econbiz.de/10007993919
Cover Image
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger - In: Econometric reviews 27 (2008) 1/3, pp. 79-111
Persistent link: https://www.econbiz.de/10003761216