Appendix to Realised Quantile-Based Estimation of the Integrated Variance
10 Pages Posted: 9 May 2009 Last revised: 30 Sep 2009
Date Written: September 2009
In Christensen, Oomen, and Podolskij (2009) we state a consistency result and a CLT for QRV when m,n\to\infinity. This appendix provides the formal proofs for these results.
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