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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Journal of applied econometrics"
~person:"Barndorff-Nielsen, Ole E."
~subject:"ARMA-Modell"
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Estimating quadratic variation using realized variance
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001709311
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