ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS
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Publication:5371156
DOI10.1017/S0266466616000475zbMath1396.62248MaRDI QIDQ5371156
Publication date: 25 October 2017
Published in: Econometric Theory (Search for Journal in Brave)
Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15)
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