IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS
From MaRDI portal
Publication:5880804
DOI10.1017/S0266466621000359MaRDI QIDQ5880804
Per Aslak Mykland, Eric Ghysels, Eric Renault
Publication date: 6 March 2023
Published in: Econometric Theory (Search for Journal in Brave)
62P20: Applications of statistics to economics
