Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error (2008)
Attributed to:
Nonparametric Methods for Empirical Finance and Microeconometrics
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2008.09.016
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2008.09.016
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 1