Last updated on 01/08/2020
Barndorff-Nielsen, Ole E., and Neil Shephard. 2007. “Variation, jumps and high frequency data in financial econometrics.” Advances in Economics and Econometrics. Theory and Applications, Nineth World Congress, (edited by Richard Blundell, Persson Torsten and Whitney K Newey), 328-372. Cambridge University Press.
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