Inference from high-frequency data: A subsampling approach∗ K. Christensen† M. Podolskij‡,†

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Date: 2016-07-08 00:04:03 Estimation theory Statistical theory Statistical inference Econometrics Normal distribution Estimator Variance Central limit theorem Efficiency Volatility Consistent estimator Heteroscedasticity		Inference from high-frequency data: A subsampling approach∗ K. Christensen† M. Podolskij‡,† Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 807,29 KB Share Document on Facebook

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