Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise

811 indexed citations

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This paper, published in 2008, received 811 indexed citations. Written by Ole E. Barndorff–Nielsen, Peter Reinhard Hansen, Asger Lunde and Neil Shephard covering the research area of Finance and Statistics and Probability. It is primarily cited by scholars working on Finance (744 citations), Economics and Econometrics (546 citations) and General Economics, Econometrics and Finance (198 citations). Published in Econometrica.

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This paper is also available at doi.org/10.3982/ecta6495.

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