Travail de recherche/Working paper
| Titre: |
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| Auteur: | Vander Elst, Harry-Paul; Veredas, David |
| Statut de publication: | Publié, 2014-08 |
| series: | ECARES Working Papers, ECARES 2014-35 |
| Sujet CREF: | Economie |
| Sujet JEL: | Econometric Modeling: General |
| Volumes/pages: | 34 p. |
| Mots-clés: | realized measures |
| noise | |
| jumps | |
| synchronization | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/174857 |
