Jump-robust volatility estimation using nearest neighbor truncation

Published 2012 View Full Article

  1. Home
  2. Publications
  3. Publication Search
  4. Publication Details
Title
Jump-robust volatility estimation using nearest neighbor truncation
Authors
Keywords
-
Journal
JOURNAL OF ECONOMETRICS
Volume 169, Issue 1, Pages 75-93
Publisher
Elsevier BV
Online
2012-02-08
DOI
10.1016/j.jeconom.2012.01.011

Ask authors/readers for more resources

Protocol

Community support

Reagent

Community support

Reprint

Contact the author

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation
Webinars Posters Questions Hubs Funding Journals Articles Connect Collections Reviewers About Us FAQs Mobile App Privacy Policy Terms of Use
© Peeref 2019-2024. All rights reserved.