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Realised power variation and stochastic models
Barndorff-Nielsen, Ole E.
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2001
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Persistent link: https://www.econbiz.de/10001607775
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Estimating quadratic variation using realised variance
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2002
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Persistent link: https://www.econbiz.de/10001686821
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Econometric analysis of realised covariation : high frequency covariance, regression and correlation in financial economics
Barndorff-Nielsen, Ole E.
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2002
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Persistent link: https://www.econbiz.de/10001686826
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