Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise

Tsai, Y.-C.Y.-C.TsaiYUH-DAUH LYUU2018-09-102018-09-102015http://www.scopus.com/inward/record.url?eid=2-s2.0-84938889882&partnerID=MN8TOARShttp://scholars.lib.ntu.edu.tw/handle/123456789/394840Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noisejournal article10.1080/03610926.2013.847103