Efficiency Gain of Integrated Variance Estimation in the Presence of Jumps and Market Microstructure Noise

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International review of business

International review of business (17), 41-60, 2017-03

Nishinomiya : Society of Business Administration

CRID

1050845763214523648
NII Article ID

120005998496
NII Book ID

AA11108591
ISSN

13426303
HANDLE

10236/00025376
NDL BIB ID

028073005
Web Site

https://kwansei.repo.nii.ac.jp/records/25389

https://ndlsearch.ndl.go.jp/books/R000000004-I028073005
Text Lang

en
Article Type

departmental bulletin paper
Data Source
- IRDB
- NDL
- CiNii Articles