Edgeworth Corrections for Realized Volatility
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Publication:3539869
DOI10.1080/07474930701870420zbMath1359.62445OpenAlexW2028613272MaRDI QIDQ3539869
Sílvia Gonçalves, Nour Meddahi
Publication date: 19 November 2008
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930701870420
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric tolerance and confidence regions (62G15)
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