Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise
Search this article
Journal
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- International review of business
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International review of business 17 41-60, 2017-03
Society of Business Administration
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Details
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- CRID
- 1050845763214523648
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- NII Article ID
- 120005998496
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- NII Book ID
- AA11108591
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- ISSN
- 13426303
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- NDL BIB ID
- 028073005
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- Web Site
- http://hdl.handle.net/10236/00025376
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- Text Lang
- en
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- Article Type
- departmental bulletin paper
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- Data Source
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- IRDB
- NDL
- CiNii Articles
