ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS

Publisher: Cambridge University Press

E-ISSN: 1469-4360|33|6|1457-1501

ISSN: 0266-4666

Source: Econometric Theory, Vol.33, Iss.6, 2016-12, pp. : 1457-1501

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Abstract