ProfessorAlmutVeraart

Faculty of Natural Sciences, Department of Mathematics

Head of the Statistics Section, Professor of Statistics

Contact

+44 (0)20 7594 8545a.veraart Website

Location

551Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Veraart:2011:10.1007/s10182-011-0158-1,
author = {Veraart, AED},
doi = {10.1007/s10182-011-0158-1},
journal = {A St A: Advances in Statistical Analysis},
pages = {253--291},
title = {How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?},
url = {http://dx.doi.org/10.1007/s10182-011-0158-1},
volume = {95},
year = {2011}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Veraart,AED
DO  - 10.1007/s10182-011-0158-1
EP  - 291
PY  - 2011///
SP  - 253
TI  - How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
T2  - A St A: Advances in Statistical Analysis
UR  - http://dx.doi.org/10.1007/s10182-011-0158-1
VL  - 95
ER  -

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