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)






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