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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10008143205
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Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
Kalnina, Ilze; Linton, Oliver - In: Journal of econometrics 147 (2008) 1, pp. 47-60
Persistent link: https://www.econbiz.de/10008898206
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Subsampling high frequency data
Kalnina, Ilze - In: Journal of econometrics 161 (2011) 2, pp. 262-284
Persistent link: https://www.econbiz.de/10008877463