Skip to main content
arrow_circle_down
Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
menu
close
Menu
Search
Search
search
Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
Bio & CV
Publications
Classes
Outside Activities
Breadcrumbs
Home
chevron_right
Publications
chevron_right
Estimating quardratic variation using realised variance
Estimating quardratic variation using realised variance
Publication information:
Barndorff-Nielsen, Ole E., and Neil Shephard. 2002. “Estimating Quardratic Variation Using Realised Variance”.
Journal of Applied Econometrics
17: 457-77.
download_for_offline
Download citation
BibTeX
EndNote X3 XML
EndNote 7 XML
Endnote tagged
Marc
PubMedId
RIS
picture_as_pdf
Upload paper
