Inference from high-frequency data: A subsampling approach

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Inference from high-frequency data : A subsampling approach. / Christensen, Kim; Podolskij, Mark; Thamrongrat, Nopporn; Veliyev, Bezirgen.

I: Journal of Econometrics, Bind 197, Nr. 2, 2017, s. 245–272.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

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Christensen, Kim ; Podolskij, Mark ; Thamrongrat, Nopporn ; Veliyev, Bezirgen. / Inference from high-frequency data : A subsampling approach. I: Journal of Econometrics. 2017 ; Bind 197, Nr. 2. s. 245–272.

Bibtex

@article{9738a3a7e7db428cb7fb7171ec54ee49,
title = "Inference from high-frequency data: A subsampling approach",
author = "Kim Christensen and Mark Podolskij and Nopporn Thamrongrat and Bezirgen Veliyev",
year = "2017",
doi = "10.1016/j.jeconom.2016.07.010",
language = "English",
volume = "197",
pages = "245–272",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "2",

}

RIS

TY - JOUR

T1 - Inference from high-frequency data

T2 - A subsampling approach

AU - Christensen, Kim

AU - Podolskij, Mark

AU - Thamrongrat, Nopporn

AU - Veliyev, Bezirgen

PY - 2017

Y1 - 2017

U2 - 10.1016/j.jeconom.2016.07.010

DO - 10.1016/j.jeconom.2016.07.010

M3 - Journal article

VL - 197

SP - 245

EP - 272

JO - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

IS - 2

ER -