Andersen, Torben G <br/><br/>
A Functional filtering and neighborhood truncation approach to integrated quarticity estimation / 
Torben G. Andersen, Dobrislav Dobrev and Ernst Schaumburg 
 - Cambridge  NBER  2011 
 - 68p 
 - NBER Working Paper ;  17152 .
<br/><br/><label>Subjects--Topical Terms: </label><br/>NBERWP 17152<br/>E5595.pdf