Department of Economics and Business Economics

Moving average-based Estimators of Integrated Variance

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

    Peter Reinhard Hansen, DenmarkJeremy Large, United 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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