Metadata only
Date
2009-07Type
- Journal Article
ETH Bibliography
yes
Altmetrics
Publication status
publishedExternal links
Journal / series
Stochastic Processes and their ApplicationsVolume
Pages / Article No.
Publisher
ElsevierSubject
Consistency; Continuity; Discrete observation; Ito process; Leverage effect; Pre-averaging; Quarticity; Realized volatility; Stable convergenceOrganisational unit
02204 - RiskLab / RiskLab
Notes
Received 14 December 2007, Revised 8 August 2008, Accepted 3 November 2008, Available online 24 November 2008.More
Show all metadata
ETH Bibliography
yes
Altmetrics