Fuglesangs Alle 4
DK-8210 Aarhus V, 8210
bipower variation; high-frequency data; microstructure noise; positive semi-definite estimation; pre-averaging; stochastic volatility; subsampling
empirical processes; goodness-of-fit; high-frequency data; microstructure noise; pre-averaging; realized variance; stochastic volatility
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Bootstrap, Confidence intervals, Edgeworth expansions, Pre‐averaging, Realized volatility
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