"Bias-correcting the realized range-based variance in the presence of ..."

Kim Christensen, Mark Podolskij, Mathias Vetter (2009)

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DOI: 10.1007/S00780-009-0089-9

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type: Journal Article

metadata version: 2022-10-02

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Kim Christensen, Mark Podolskij, Mathias Vetter:
Bias-correcting the realized range-based variance in the presence of market microstructure noise. Finance Stochastics 13(2): 239-268 (2009)

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