Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

标题
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
作者
关键词
-
出版物
ECONOMETRICA
Volume 76, Issue 6, Pages 1481-1536
出版商
The Econometric Society
发表日期
2008-11-05
DOI
10.3982/ecta6495

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