Realised quantile-based estimation of the integrated variance
From MaRDI portal
Publication:736690
DOI10.1016/j.jeconom.2010.04.008zbMath1431.62473MaRDI QIDQ736690
Mark Podolskij, Kim Christensen, Roel C. A. Oomen
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.04.008
62P05: Applications of statistics to actuarial sciences and financial mathematics
62M05: Markov processes: estimation; hidden Markov models
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