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

Author

Zheng Xu, Washington University in St. LouisFollow

Date of Award

Spring 5-18-2018

Author's School

Graduate School of Arts and Sciences

Author's Department

Mathematics

Degree Name

Master of Arts (AM/MA)

Degree Type

Thesis

Language

English (en)

Chair and Committee

Jose E. Figueroa-Lopez

Committee Members

Nan Lin, Jimin Ding

Comments

Permanent URL: 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 Electronic Theses and Dissertations. 1395.
https://openscholarship.wustl.edu/art_sci_etds/1395