Variation, jumps and High-Frequency data in financial econometrics

Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress, Volume III

Volumn , Issue , 2010, Pages 328-372

  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: 84924110222     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511607547.011     Document Type: Chapter

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