Realized range-based estimation of integrated variance
| Year of publication: |
2007
|
|---|---|
| Authors: | Christensen, Kim ; Podolskij, Mark |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 141.2007, 2, p. 323-349
|
| Publisher: |
Elsevier |