This paper is based on a plenary presentation at NORDSTAT Meeting in Voss Norway, June 2010.
The Double Gaussian Approximation for High Frequency Data
Article first published online: 10 MAY 2011
© 2011 Board of the Foundation of the Scandinavian Journal of Statistics
Scandinavian Journal of Statistics
Volume 38, Issue 2, pages 215–236, June 2011
How to Cite
MYKLAND, P. A. and ZHANG, L. (2011), The Double Gaussian Approximation for High Frequency Data. Scandinavian Journal of Statistics, 38: 215–236. doi: 10.1111/j.1467-9469.2011.00742.x
- Issue published online: 10 MAY 2011
- Article first published online: 10 MAY 2011
- Received January 2010, in final form February 2011
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