Realised quantile-based estimation of the integrated variance
| Year of publication: |
2010
|
|---|---|
| Authors: | Christensen, Kim ; Oomen, Roel ; Podolskij, Mark |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 159.2010, 1, p. 74-99
|