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~person:"Oomen, Roel"
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Oomen, Roel
Podolskij, Mark
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Title : fact or friction ; jumps at ultra high frequency
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2011
Persistent link: https://www.econbiz.de/10009125716
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2
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
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Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 74-98
Persistent link: https://www.econbiz.de/10008839938
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