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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Aït-Sahalia, Yacine"
~person:"Li, Yingying"
~subject:"Martingale"
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Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
2
Analyzing the spectrum of asset returns : jump and volatility components in high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
-
2010
Persistent link: https://www.econbiz.de/10003951823
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