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Integrated variance of irregularly spaced high-frequency da..:
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Katja
Studies in Nonlinear Dynamics & Econometrics. 27 (2023) 5 - p. 733-763 , 2023
Link:
https://doi.org/10.1515/snde-2021-0093
RT Journal T1 <Title>Integrated variance of irregularly spaced high-frequency data: A state space approach based on pre-averaging</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1515_snde-2021-0093&Exemplar=1&LAN=DE A1 Alexeev, Vitali A1 Chen, Jun A1 Ignatieva, Katja PB Walter de Gruyter GmbH YR 2023 SN 1558-3708 JF Studies in Nonlinear Dynamics & Econometrics VO 27 IS 5 SP 733 OP 763 LK http://dx.doi.org/https://doi.org/10.1515/snde-2021-0093 DO https://doi.org/10.1515/snde-2021-0093 SF ELIB - SuUB Bremen
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