Estimating Quadratic Variation Consistently in the Presence of Correlated Measurement Error
Year of publication: |
[2008]
|
---|---|
Authors: | Kalnina, Ilze |
Other Persons: | Linton, Oliver B. (contributor) |
Publisher: |
[2008]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Series: | LSE STICERD Research Paper ; No. EM509 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2006 erstellt |
Classification: | C12 - Hypothesis Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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