Realized kernels in practice: trades and quotes
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Publication:3653354
DOI10.1111/j.1368-423X.2008.00275.xzbMath1179.91259OpenAlexW3121532596MaRDI QIDQ3653354
Peter Reinhard Hansen, Neil Shephard, Asger Lunde, Ole Eiler Barndorff-Nielsen
Publication date: 22 December 2009
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00275.x
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Cites Work
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