brownlees.nualart.ea:20:on¶
BibTeX Entry:
@article{brownlees.nualart.ea:20:on,
author = {Brownlees, Christian and Nualart, Eulalia and Sun, Yucheng},
doi = {10.1080/07474938.2020.1735751},
fjournal = {Econometric Reviews},
issn = {0747-4938},
journal = {Econometric Rev.},
mrclass = {91G70 (62P05)},
mrnumber = {4167103},
number = {10},
pages = {991--1013},
title = {On the estimation of integrated volatility in the presence of jumps and microstructure noise},
url = {https://doi.org/10.1080/07474938.2020.1735751},
volume = {39},
year = {2020}
}