IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS
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Publication:5880804
DOI10.1017/S0266466621000359OpenAlexW2184770138MaRDI QIDQ5880804
Eric Renault, Eric Ghysels, Per Aslak Mykland
Publication date: 6 March 2023
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000359
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