Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "infill asymptotic scheme"

Econometrics Paper
Inference about Realized Volatility using Infill Subsampling Ilze Kalnina and Oliver Linton
September 2007
Paper No' EM/2007/523:
Read Abstract | Full Paper (pdf)

JEL Classification: C12


Tags: realised volatility; semimartingale; subsampling; infill asymptotic scheme