Robust estimation of intraweek periodicity in volatility and jump detection
| Authors: | BOUDT, Kris ; CROUX, Christophe ; LAURENT, Sabéastien |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Journal of Empirical Finance, 18(2), 353-367, 2011 Number -2411 |
| Other identifiers: | 10.1016/j.jempfin.2010.11.005 [DOI] |
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Persistent link: https://www.econbiz.de/10010704188