Bias in the estimation of non-linear transformations of the integrated variance of returns

Research output: Contribution to journal › Article (Academic Journal) › peer-review

1 Citation (Scopus)

Handle.net

@article{29f357e4205048b8b5cb8bf3661dabb5,

title = "Bias in the estimation of non-linear transformations of the integrated variance of returns",

author = "Harris, {Richard DF} and Cherif Guermat",

year = "2006",

language = "Undefined/Unknown",

volume = "25",

pages = "481--494",

journal = "Journal of Forecasting",

issn = "0277-6693",

publisher = "John Wiley & Sons, Ltd.",

number = "7",

}