Discussion
Posted: 29 Feb 2008
Date Written: 2004
Abstract
Keywords: bipower variation, integrated variance, jump process, power variation, quadratic variation, realized variance, realized volatility, semimartingale, volatility
Suggested Citation: Suggested Citation
Andersen, Torben G., Discussion ( 2004). Journal of Financial Econometrics, Vol. 2, No. 1, pp. 37-48, 2004, Available at SSRN: https://ssrn.com/abstract=821713
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