Per A. Mykland

Identifiers

• name variant Per A. Mykland 0.60 · backfill

Papers (3)

1. Inference for Multi-Dimensional High-Frequency Data: Equivalence of Methods, Central Limit Theorems, and an Application to Conditional Independence Testing math.ST · 2013 · author #2
2. Are volatility estimators robust with respect to modeling assumptions? q-fin.ST · 2007 · author #2
3. Estimators of diffusions with randomly spaced discrete observations: A general theory math.ST · 2005 · author #2

Mentions

• 1301.2074 #2 · backfill · confidence 0.70 Per A. Mykland
• 0709.0440 #2 · backfill · confidence 0.70 Per A. Mykland

Frequent Coauthors

• Markus Bibinger 1 shared papers
• Yacine Ait-Sahalia 1 shared papers
• Yingying Li 1 shared papers