000 00706pam a2200193a 44500
999 _c86611
_d86611
008 170807b2011 xxu||||| |||| 00| 0 eng d
100 _aAndersen, Torben G
110 _aNational Bureau of Economic Research
245 _aA Functional filtering and neighborhood truncation approach to integrated quarticity estimation /
_cTorben G. Andersen, Dobrislav Dobrev and Ernst Schaumburg
260 _aCambridge
_bNBER
_c2011
300 _a68p
490 _aNBER Working Paper ;
_v17152
650 _aNBERWP 17152
650 _aE5595.pdf
700 _aDobrev, Dobrislav
700 _aSchaumburg, Ernst
856 _uhttp://elibrary.igidr.ac.in/e-library/working papers/NBER/2011/E5595.pdf
942 _2ddc
_cE