Department of Economics and Business Economics

Kim Christensen

Asymptotic theory of range-based multipower variation

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Financial Econometrics
Volume10
Issue3
Pages (from-to)417-456
ISSN1479-8409
DOIs
Publication statusPublished - 2012

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ID: 41559768