Estimating quadratic variation consistently in the presence of correlated measurement error :: Ilze Kalnina :: London School of Economics and Political Science 2006 :: OBNB, the Open British National Bibliography

Publication Data

Title Estimating quadratic variation consistently in the presence of correlated measurement error
Author Ilze Kalnina
Contributors Oliver B. Linton, Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher London School of Economics and Political Science
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDf title screen (viewed on 11 Jan, 2007)

Topics

Markets :: Econometric models
Microeconomics

Catalogue Data

OBNB ID GBA703485
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 381

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Estimating quadratic variation consistently in the presence of correlated measurement error by Ilze Kalnina. Published by London School of Economics and Political Science in 2006. Publication and catalogue information, links to buy online and reader comments.