Subsampling realised kernels

Ole E. Barndorff-Nielsen, Peter Reinhard Hansen, Asger Lunde, Neil Shephard
  • Journal of Econometrics, January 2011, Elsevier
  • DOI: 10.1016/j.jeconom.2010.03.031
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http://dx.doi.org/10.1016/j.jeconom.2010.03.031

The following have contributed to this page: Professor Peter Reinhard Hansen