Journal Article

Robust Volatility Estimation Using Nearest-Neighbor Truncation.

Journal of Econometrics.
Author(s)

Torben Gustav Andersen

Dobrislav Dobrev

Ernst Schaumburg

Date Published: 2012
Citations: Andersen, Torben Gustav, Dobrislav Dobrev, Ernst Schaumburg. 2012. Robust Volatility Estimation Using Nearest-Neighbor Truncation.. Journal of Econometrics.. 75-93.