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Date
2010-11Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedExternal links
Journal / series
Journal of EconometricsVolume
Pages / Article No.
Publisher
ElsevierSubject
Finite activity jumps; Market microstructure noise; Order statistics; Outliers; Realised varianceOrganisational unit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Notes
Received 7 January 2010, Revised 7 January 2010, Accepted 30 April 2010, Available online 10 May 2010.More
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ETH Bibliography
yes
Altmetrics