Supplement to: ``Assessment of of Uncertainty in High Frequency Data: The Observed Asymptotic Variance": Proofs and Technical Issues (Econometrica, Vol 85, No 1, January 2017, 197-231).
Supplement to: ``Assessment of of Uncertainty in High Frequency Data: The Observed Asymptotic Variance": Proofs and Technical Issues (Econometrica, Vol 85, No 1, January 2017, 197-231).
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补充：“高频数据不确定性的评估：观察到的渐近方差”：证明和技术问题（《计量经济学》，第 85 卷，第 1 期，2017 年 1 月，197-231）。
作者：
Mykland, Per A;Zhang, Lan
