Properties of Realized Variance under Alternative Sampling Schemes
Title: | Properties of Realized Variance under Alternative Sampling Schemes |
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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 |
ISSN: | 07350015 |
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DOI: | 10.1198/073500106000000044 |
Published in: | Journal of Business & Economic Statistics |
Language: | English |