Showing 1 - 2 results of 2 for search 'Mykland, P', query time: 0.02s Refine Results
  1. 1
    Realized volatility.

    Realized volatility. by Meddahi, N, Mykland, P, Shephard, N

    Published 2011
    Journal article
  2. 2
    Efficient and feasible inference for the components of financial variation using blocked multipower variation.

    Efficient and feasible inference for the components of financial variation using blocked multipower variation. by Shephard, N, Sheppard, K, Mykland, P

    Published 2012
    Working paper

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