Nielsen, O.E. Barndorff et al. <br/><br/>
Realized kernels in practice: trades and quotes 
 2009 

 -  2009 
 - C1-C32  V.  12  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>HAC estimator;Long run variance estimator;Market frictions;Quadratic variation;Relized variance;