![](/img/cover-not-exists.png)
Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise
Tsai, Yun-Cheng, Lyuu, Yuh-DauhVolume:
44
Language:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2013.847103
Date:
July, 2015
File:
PDF, 326 KB
english, 2015