How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance?
| Main Authors: | , |
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| Other Authors: | |
| Format: | Book section |
| Language: | English |
| Published: |
Cambridge University Press
2005
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| _version_ | 1797089762745516032 |
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| author | Barndorff-Nielsen, O Shephard, N |
| author2 | Andrews, D |
| author_facet | Andrews, D Barndorff-Nielsen, O Shephard, N |
| author_sort | Barndorff-Nielsen, O |
| collection | OXFORD |
| description | |
| first_indexed | 2024-03-07T03:08:45Z |
| format | Book section |
| id | oxford-uuid:b372a305-0960-4e35-8c40-861cb0815c6f |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T03:08:45Z |
| publishDate | 2005 |
| publisher | Cambridge University Press |
| record_format | dspace |
| spelling | oxford-uuid:b372a305-0960-4e35-8c40-861cb0815c6f2022-03-27T04:19:11ZHow Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance?Book sectionhttp://purl.org/coar/resource_type/c_3248uuid:b372a305-0960-4e35-8c40-861cb0815c6fEnglishDepartment of Economics - ePrintsCambridge University Press2005Barndorff-Nielsen, OShephard, NAndrews, D |
| spellingShingle | Barndorff-Nielsen, O Shephard, N How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance? |
| title | How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance? |
| title_full | How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance? |
| title_fullStr | How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance? |
| title_full_unstemmed | How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance? |
| title_short | How Accurate Is the Asymptotic Approximation to the Distribution of Realised Variance? |
| title_sort | how accurate is the asymptotic approximation to the distribution of realised variance |
| work_keys_str_mv | AT barndorffnielseno howaccurateistheasymptoticapproximationtothedistributionofrealisedvariance AT shephardn howaccurateistheasymptoticapproximationtothedistributionofrealisedvariance |