Moving average-based Estimators of Integrated Variance

Publication: Research - peer-reviewJournal article

  • Peter Reinhard Hansen
    Peter Reinhard HansenDenmark
  • Jeremy Large
    Jeremy LargeUnited Kingdom
  • Asger Lunde
  • Centre for Research in Econometric Analysis of Time Series (CREATES)
  • School of Economics and Management
Original languageEnglish
JournalEconometric Reviews
Volume27
Issue number1-3
Pages (from-to)79-111
Number of pages33
ISSN0747-4938
DOIs
StatePublished - 2008

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