Faster Convergence to the Estimation of Quadratic Variation...

Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise

Tsai, Yun-Cheng, Lyuu, Yuh-Dauh
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Volume:
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
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