Robust estimation of intraweek periodicity in volatility and jump detection

K.M.R. Boudt, C. Croux, S. Laurent

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)353-367
JournalJournal of Empirical Finance
Volume18
Issue number2
DOIs
Publication statusPublished - 2011

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