Moving Average-Based Estimators of Integrated Variance

Peter Reinhard Hansen, Jeremy H. Large, Asger Lunde
  • SSRN Electronic Journal, January 2006, Elsevier
  • DOI: 10.2139/ssrn.906120
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http://dx.doi.org/10.2139/ssrn.906120

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