How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?

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Publication:635940

DOI10.1007/S10182-011-0158-1zbMath1274.62697OpenAlexW3122250454MaRDI QIDQ635940

Almut E. D. Veraart

Publication date: 25 August 2011

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/22014864/rp10_65.pdf




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