Asymptotic Theory for Renewal Based High-Frequency Volatility Estimation (2018)
Abstract
No abstract provided
Bibliographic Information
Publication URI: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3123062
Type: Working Paper
No abstract provided
Publication URI: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3123062
Type: Working Paper