1、题目：Empirical Estimation Effects and Corrections

作者：Willem Albers and Wilbert Kallenberg
   

期刊：Journal of Applied Statistics, 2004, vol. 31, issue 3, pages 345-360

2、题目：The Impact of Sampling Frequency and Volatility Estimators

作者：Elena Andreou ，Eric Ghysels

期刊：Journal of Financial Econometrics Vol. 2, No. 2, pp. 290-318

期刊：Journal of Applied Statistics, 2004, vol. 31, issue 3, pages 345-360

2、题目：The Impact of Sampling Frequency and Volatility Estimators

作者：Elena Andreou ，Eric Ghysels

期刊：Journal of Financial Econometrics Vol. 2, No. 2, pp. 290-318

期刊：Journal of Applied Statistics, 2004, vol. 31, issue 3, pages 345-360

2、题目：The Impact of Sampling Frequency and Volatility Estimators on Change-Point Tests
 

作者：Elena Andreou ，Eric Ghysels

期刊：Journal of Financial Econometrics Vol. 2, No. 2, pp. 290-318

[此贴子已经被作者于2009-6-3 15:01:18编辑过]