Realized kernels in practice: trades and quotes
O. E. Barndorff-Nielsen, P. Reinhard Hansen, A. Lunde, N. ShephardVolume:
12
Year:
2009
Language:
english
Pages:
1
DOI:
10.1111/j.1368-423x.2008.00275.x
File:
PDF, 4.43 MB
english, 2009