| 000 | 00546nam a2200169Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aNielsen, O.E. Barndorff et al. | ||
| 240 | _aEconometrics Journal (3 Issues per Annualy) | ||
| 245 | _aRealized kernels in practice: trades and quotes | ||
| 246 | _f2009 | ||
| 260 | _c2009 | ||
| 300 |
_bV. 12 _cIssue. 3 _aC1-C32 |
||
| 366 | _b2009 | ||
| 650 | _aEconometrics | ||
| 653 | _aHAC estimator;Long run variance estimator;Market frictions;Quadratic variation;Relized variance; | ||
| 942 | _cJA | ||
| 999 |
_c43125 _d43125 |
||