Open AccessA Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity
Author(s) -
Torben G. Andersen,
Dobrislav Dobrev,
Ernst Schaumburg
Publication year - 2012
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2012.1078
Subject(s) - estimator , truncation (statistics) , robustness (evolution) , inference , computer science , volatility (finance) , gaussian , mathematics , algorithm , econometrics , mathematical optimization , statistics , artificial intelligence , biochemistry , chemistry , gene , physics , quantum mechanics