Citation:
Barndorff-Nielsen, Ole E., Peter R Hansen, Asger Lunde, and Neil Shephard. 2009. “Realised kernels in practice: trades and quotes.” Econometrics Journal 12: C1-C32.
 | Upload paper | 4.94 MB |
Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
