scientific article; zbMATH DE number 5260088

zbMath1174.91338MaRDI QIDQ5453294

Shengge Li, Shi-Ying Zhang

Publication date: 4 April 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

financial time serieshigh frequency datarealized volatilityrealized multipower variationrealized bipower variation

Mathematics Subject Classification ID

Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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