How Accurate is the Asymptotic Approximation to the Distribution of Realised Variance?

Publisher Website

17 June 2005

book chapter
Published by Cambridge University Press (CUP)

p. 306-331
https://doi.org/10.1017/cbo9780511614491.014

Abstract

No abstract available

Keywords

MATHEMATICAL PHYSICS

All Related Versions

Version 1, 2001-01-01, RePEc (Unconfirmed version)

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