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Handbook of financial econometrics
Aït-Sahalia, Yacine (contributor)
Persistent link: https://www.econbiz.de/10004398614
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Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - 2005
Persistent link: https://www.econbiz.de/10004863477
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Recursive robust estimation and control without commitment
Hansen, Lars Peter; Sargent, Thomas J. - 2005
Persistent link: https://www.econbiz.de/10004863474