Foster, D. P., & Nelson, D. B. (1996). Continuous record asymptotics for rolling sample variance estimators. Econometrica, 64, 139-175.
Successfully copied to clipboard
Copying to clipboard failed
Chicago Style (17th ed.) Citation
Foster, Dean P., and Daniel B. Nelson. "Continuous Record Asymptotics for Rolling Sample Variance Estimators."
Econometrica 64 (1996): 139-175.
Successfully copied to clipboard
Copying to clipboard failed
MLA (9th ed.) Citation
Foster, Dean P., and Daniel B. Nelson. "Continuous Record Asymptotics for Rolling Sample Variance Estimators."
Econometrica, vol. 64, 1996, pp. 139-175.
Successfully copied to clipboard
Copying to clipboard failed
Warning: These citations may not always be 100% accurate.