Journal of Econometrics

Efficient sampling for realized variance estimation in time-changed diffusion models

• Timo Dimitriadis
• Roxana Halbleib
• Jeannine Polivka
• Jasper Rennspies
• Sina Streicher
• Axel Friedrich Wolter

2025-11-26

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DOI https://doi.org/10.1016/j.jeconom.2025.106150