About this scholarly article

A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation by Andersen, Torben ;Dobrev, Dobrislav ;Schaumburg, Ernst is a scholarly article available to read on EtoBox.

Author

Andersen, Torben ;Dobrev, Dobrislav ;Schaumburg, Ernst

Publisher

National Bureau of Economic Research

Published

2011

Language

EN