Department of Economics and Business Economics

Asymptotic theory of range-based multipower variation

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Asymptotic theory of range-based multipower variation. / Christensen, Kim; Podolskij, Mark.

In: Journal of Financial Econometrics, Vol. 10, No. 3, 2012, p. 417-456.

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

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Christensen, Kim ; Podolskij, Mark. / Asymptotic theory of range-based multipower variation. In: Journal of Financial Econometrics. 2012 ; Vol. 10, No. 3. pp. 417-456.

Bibtex

@article{69b63d5098a74f0a8f07188b5b557f30,
title = "Asymptotic theory of range-based multipower variation",
author = "Kim Christensen and Mark Podolskij",
year = "2012",
doi = "10.1093/jjfinec/nbr019",
language = "English",
volume = "10",
pages = "417--456",
journal = "Journal of Financial Econometrics",
issn = "1479-8409",
publisher = "Oxford University Press",
number = "3",

}

RIS

TY - JOUR

T1 - Asymptotic theory of range-based multipower variation

AU - Christensen, Kim

AU - Podolskij, Mark

PY - 2012

Y1 - 2012

U2 - 10.1093/jjfinec/nbr019

DO - 10.1093/jjfinec/nbr019

M3 - Journal article

VL - 10

SP - 417

EP - 456

JO - Journal of Financial Econometrics

JF - Journal of Financial Econometrics

SN - 1479-8409

IS - 3

ER -