Realised quantile-based estimation of the integrated variance
| Title: | Realised quantile-based estimation of the integrated variance |
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| Authors: | Christensen, Kim, Oomen, Roel, Podolskij, Mark |
| Source: | In Journal of Econometrics 2010 159(1):74-98 |
| Database: | ScienceDirect |
| ISSN: | 03044076 |
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| DOI: | 10.1016/j.jeconom.2010.04.008 |
| Published in: | Journal of Econometrics |
| Language: | English |