Optimal nonparametric range-based volatility estimation
From MaRDI portal
Publication:6193007
DOI10.1016/j.jeconom.2023.105548MaRDI QIDQ6193007
Jia Li, Tim Bollerslev, Qiyuan Li
Publication date: 13 February 2024
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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