Department of Economics and Business Economics

Realised quantile-based estimation of the integrated variance

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

  • School of Economics and Management
  • Centre for Research in Econometric Analysis of Time Series (CREATES)
Original languageEnglish
JournalJournal of Econometrics
Volume159
Issue1
Pages (from-to)74-98
ISSN0304-4076
DOIs
Publication statusPublished - 2010

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