OpenAlex
Edgeworth expansions for realized volatility and related estimators
Work
Year: 2010
Type: article
Source: Journal of Econometrics
Authors Lan Zhang, Per A. Mykland, Yacine Aït‐Sahalia
Institutions University of Illinois Chicago, University of Chicago, Princeton University
Cites: 55
Cited by: 69
Related to: 10
FWCI: 6.269
Citation percentile (by year/subfield): 93.84
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: green