Moving average-based Estimators of Integrated Variance

Peter Reinhard Hansen, Jeremy Large, Asger Lunde

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

    Original languageEnglish
    JournalEconometric Reviews
    Volume27
    Issue1-3
    Pages (from-to)79-111
    Number of pages33
    ISSN0747-4938
    DOIs
    Publication statusPublished - 2008

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