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Edgeworth expansions for realized volatility and related estimators
- Author / Creator
- Available as
- Online
- Physical
Details
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- Creator
- Lan Zhang, Per Mykland, Yacine Aït-Sahalia
- Format
- Books
- Language
- English
- Publication
-
- Cambridge, Mass. : National Bureau of Economic Research, [2005]
- ©2005
- Physical Details
-
- 43 pages : illustrations ; 22 cm
- OCLC
- ocm62246523
- "October 2005."
- Includes bibliographical references (pages 24-25).
- Also available from the NBER World Wide Web site (www.nber.org).