Référence
Torben G. Andersen (Northwestern University), « Integrated Quarticity Estimation: Theory and Practical Implementation », Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011.
Voir aussi
Publié dans
Nonlinear and Financial Econometrics Conference: A Tribute to A. Ronald Gallant, Toulouse, France, 19–21 mai 2011