Properties of Realized Variance under Alternative Sampling Schemes

Bibliographic Details
Title: Properties of Realized Variance under Alternative Sampling Schemes
Authors: Oomen, Roel C. A.
Source: Journal of Business & Economic Statistics, 2006 Apr 01. 24(2), 219-237.
Access URL: https://www.jstor.org/stable/27638871
Database: JSTOR Journals
More Details
ISSN:07350015
DOI:10.1198/073500106000000044
Published in:Journal of Business & Economic Statistics
Language:English