ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE...

Econometric Theory 2017 / 04 Vol. 33; Iss. 2

ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

Jing, Bing-Yi, Liu, Zhi, Kong, Xin-Bing
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Volume:
33
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466615000420
Date:
April, 2017
File:
PDF, 625 KB
english, 2017
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