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Estimating quadratic variation using realized variance
Author(s):
Ole E. Barndorff-Nielsen
,
Neil Shephard
Publication date
Created:
September 2002
Publication date
(Print):
September 2002
Journal:
Journal of Applied Econometrics
Publisher:
Wiley-Blackwell
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Genome Engineering using CRISPR
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Limit Theorems for Stochastic Processes
Jean Jacod
,
Albert N. Shiryaev
(1987)
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Stochastic Integration and Differential Equations
Philip Protter
(1990)
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Essentials of Stochastic Finance
Albert N. Shiryaev
(1999)
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Author and article information
Journal
Title:
Journal of Applied Econometrics
Abbreviated Title:
J. Appl. Econ.
Publisher:
Wiley-Blackwell
ISSN (Print):
0883-7252
ISSN (Electronic):
1099-1255
Publication date Created:
September 2002
Publication date (Print):
September 2002
Volume
: 17
Issue
: 5
Pages
: 457-477
Article
DOI:
10.1002/jae.691
SO-VID:
5b9bf2da-5c05-4621-b64e-1822ee0375f2
Copyright ©
© 2002
License:
http://doi.wiley.com/10.1002/tdm_license_1.1
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