Department of Economics and Business Economics

Moving average-based Estimators of Integrated Variance

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Moving average-based Estimators of Integrated Variance. / Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger.

In: Econometric Reviews, Vol. 27, No. 1-3, 2008, p. 79-111.

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

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Author

Hansen, Peter Reinhard ; Large, Jeremy ; Lunde, Asger. / Moving average-based Estimators of Integrated Variance. In: Econometric Reviews. 2008 ; Vol. 27, No. 1-3. pp. 79-111.

Bibtex

@article{cdb998d007c111e083f5000ea68e967b,
title = "Moving average-based Estimators of Integrated Variance",
author = "Hansen, {Peter Reinhard} and Jeremy Large and Asger Lunde",
year = "2008",
doi = "10.1080/07474930701853640",
language = "English",
volume = "27",
pages = "79--111",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis Inc.",
number = "1-3",

}

RIS

TY - JOUR

T1 - Moving average-based Estimators of Integrated Variance

AU - Hansen, Peter Reinhard

AU - Large, Jeremy

AU - Lunde, Asger

PY - 2008

Y1 - 2008

U2 - 10.1080/07474930701853640

DO - 10.1080/07474930701853640

M3 - Journal article

VL - 27

SP - 79

EP - 111

JO - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 1-3

ER -