On the Estimation of Integrated Volatility With Jumps and Microstructure Noise

By Bing-Yi Jing, Zhi Liu, Xinbing Kong. 2014

50 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/cc3eaf044e68887e448366a48d80930e64b2d850