Work

Realised quantile-based estimation of the integrated variance

Year: 2010

Type: article

Source: Journal of Econometrics

DOI: 10.1016/j.jeconom.2010.04.008

Authors: Kim Christensen, Roel Oomen, Mark Podolskij

Institutions: Aarhus University, Deutsche Bank (United Kingdom), University of Amsterdam, ETH Zurich

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1546466182

FWCI: 7.243

Cites: 69

Cited by: 27

Related to: 10