Subsampling high frequency data
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Publication:530605
DOI10.1016/j.jeconom.2010.12.011zbMath1441.62763OpenAlexW2057603376MaRDI QIDQ530605
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.12.011
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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