Spot variance path estimation and its application to high frequency jump testing

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Name	TI Discussion Papers Series
No.	09-110/4

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@techreport{fcaccc21ed29489796d673b679964458,

title = "Spot variance path estimation and its application to high frequency jump testing",

author = "C.S. Bos and P. Janus and S.J. Koopman",

year = "2009",

language = "English",

series = "TI Discussion Papers Series",

publisher = "Tinbergen Instituut (TI)",

number = "09-110/4",

type = "WorkingPaper",

institution = "Tinbergen Instituut (TI)",

}