Realised Kernels in Practice: Trades and Quotes
Barndorff-Nielsen, Ole E., Hansen, Peter Reinhard, Lunde, Asger, Shephard, NeilYear:
2008
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1138418
File:
PDF, 2.26 MB
english, 2008