Occupation density estimation for noisy high-frequency data
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Publication:2116333
DOI10.1016/J.JECONOM.2020.05.013OpenAlexW3048963732MaRDI QIDQ2116333FDOQ2116333
Authors: Congshan Zhang, Jia Li, Tim Bollerslev 
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.05.013
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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