A Simulation Study of Bipower and Thresholded Realized Variations for High-Frequency Data

Author

Zheng Xu, Washington University in St. LouisFollow

Committee Chair

Jose E. Figueroa-Lopez

Committee Members

Nan Lin, Jimin Ding

Comments

Permanent URL: https://doi.org/10.7936/K7FQ9W14

Degree

Master of Arts (AM/MA)

Author's Department

Mathematics

Author's School

Graduate School of Arts and Sciences

Document Type

Thesis

Date of Award

Spring 5-18-2018

Language

English (en)

DOI

https://doi.org/10.7936/K7FQ9W14

Recommended Citation

Xu, Zheng, "A Simulation Study of Bipower and Thresholded Realized Variations for High-Frequency Data" (2018). Arts & Sciences Theses and Dissertations. 1395.

The definitive version is available at https://doi.org/10.7936/K7FQ9W14