Estimating quadratic variation using realized variance

Journal of Applied Econometrics

Volumn 17, Issue 5, 2002, Pages 457-477

  Barndorff Nielsen, Ole E ^a   Shephard, Neil ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036403501     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.691     Document Type: Article

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