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Edgeworth expansion for realized volatility and related estimators
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine - 2005
Persistent link: https://www.econbiz.de/10003217402
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The effects of Random and discrete sampling when estimating continuous-time diffusions
Aït-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10001663740
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EDGEWORTH EXPANSIONS FOR REALIZED VOLATILITY AND RELATED ESTIMATORS
Zhang, Lan; Mykland, Per; Ai͏̈t-Sahalia, Yacine - 2005
Persistent link: https://www.econbiz.de/10005919904
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THE EFFECTS OF RANDOM AND DISCRETE SAMPLING WHEN ESTIMATING CONTINUOUS-TIME DIFFUSIONS
Ai͏̈t-Sahalia, Yacine; Mykland, Per A. - 2002
Persistent link: https://www.econbiz.de/10005943122