Asymptotic theory of range-based multipower variation
Year of publication: |
2012
|
---|---|
Authors: | Christensen, Kim ; Podolskij, Mark |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 10.2012, 3, p. 417-456
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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