Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Crossref DOI link: https://doi.org/10.1007/s00780-017-0325-7
Published Online: 2017-03-14
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Zhi
License valid from 2017-03-14