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~isPartOf:"Econometric reviews"
~person:"Nualart, Eulalia"
~subject:"Sampling"
~subject:"market microstructure noise"
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Nualart, Eulalia
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On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
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