Moving Average-Based Estimators of Integrated Variance
Year of publication: |
2008
|
---|---|
Authors: | Hansen, Peter ; Large, Jeremy ; Lunde, Asger |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 27.2008, 1-3, p. 79-111
|
Publisher: |
Taylor & Francis Journals |
Subject: | Bias correction | High-frequency data | Integrated variance | Moving average | Realized variance | Realized volatility |
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