Moving Average-Based Estimators of Integrated Variance
- 期刊名称Econometric Reviews
- 作者Hansen, Peter R.; Large, Jeremy; Lunde, Asger
- 卷第27卷
- 印刷ISSN0747-4938
- 电子ISSN1532-4168
- 文件大小1016.63KB
- 发表时间2008-02-19
- DOI10.1080/07474930701853640
- 页码79-111
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