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Optimal weight for realized variance based on intermittent high-frequency data
Masuda, Hiroki
;
Morimoto, Takayuki
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
4
,
pp. 497-527
Persistent link: https://www.econbiz.de/10009721109
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An optimal weight for realized variance based on intermittent high-frequency data
Masuda, Hiroki
;
Morimoto, Takayuki
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2009
Persistent link: https://www.econbiz.de/10003854413
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