Journal Article
Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps
Annals of Statistics
Author(s)
Viktor Todorov
Jean Jacod
Date Published:
2014
Citations:
Todorov, Viktor
, Jean Jacod. 2014. Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps.
Annals of Statistics
. 1029-1069.