Realized Semicovariances

Rogier Quaedvlieg, T Bollerslev, Jia Li, AJ Patton

Research output: Contribution to journalArticleAcademicpeer-review

11 Citations (Scopus)
3 Downloads (Pure)
Original languageUndefined/Unknown
Pages (from-to)1515-1551
Number of pages37
JournalEconometrica
Volume88
Issue number4
DOIs
Publication statusPublished - 2020

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