Volatility of volatility: estimation and tests based on noisy high frequency data with jumps (Q2155303): Difference between revisions

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+Ying-Ying Li
@@ Property / author: Ying-Ying Li / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2021.02.007
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+W3154134185
@@ Property / OpenAlex ID: W3154134185 / rank @@
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