REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (Q3191831)

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REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
scientific article

    Statements

    title
    REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS (English)
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    author
    Per Aslak Mykland
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    Eric Renault
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    Lan Zhang
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    Xinghua Zheng
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    Ying-Ying Li
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    publication date
    25 September 2014
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    cites work
    Q4778955
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    Q3911791
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    60F05
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    60H30
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    62P05
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    zbMATH DE Number
    6347622
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    OpenAlex ID
    W3125565050
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