Realised quantile-based estimation of the integrated variance

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Source ISSN: 2225-1146
Author Christensen, Kim, Oomen, Roel, Podolskij, Mark
Maintainer CCSD
Last Updated November 3, 2026, 05:30 (UTC)
Created November 3, 2026, 05:30 (UTC)
Identifier hal-00732538
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Amsterdam School of Economics (ASE) ; Universiteit van Amsterdam = University of Amsterdam (UvA)
creator Christensen, Kim
date 2010-09-15T00:00:00
harvest_object_id 3a4893c5-71b6-4d60-ad80-52c83fe54103
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-07-10T00:00:00
relation info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jeconom.2010.04.008
set_spec type:ART