Journal Article

A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity

Econometric Theory
Author(s)

Torben Gustav Andersen

Dobrislav Dobrev

Ernst Schaumburg

Date Published: 2014
Citations: Andersen, Torben Gustav, Dobrislav Dobrev, Ernst Schaumburg. 2014. A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity. Econometric Theory. 3-59.