Metadata only
Datum
2010-11Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Journal of EconometricsBand
Seiten / Artikelnummer
Verlag
ElsevierThema
Finite activity jumps; Market microstructure noise; Order statistics; Outliers; Realised varianceOrganisationseinheit
03288 - Embrechts, Paul (emeritus) / Embrechts, Paul (emeritus)
Anmerkungen
Received 7 January 2010, Revised 7 January 2010, Accepted 30 April 2010, Available online 10 May 2010.