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Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy (contributor) - 2007
Persistent link: https://www.econbiz.de/10003519502
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Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy - In: Journal of econometrics 160 (2011) 1, pp. 2-11
Persistent link: https://www.econbiz.de/10009242566
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Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy (contributor) - 2005
Persistent link: https://www.econbiz.de/10003178589
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Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy (contributor) - 2005
Persistent link: https://www.econbiz.de/10002689297
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Moving average-based estimators of integrated variance
Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger - In: Econometric reviews 27 (2008) 1/3, pp. 79-111
Persistent link: https://www.econbiz.de/10003761216