[Blotter-commits] r597 - pkg/RTAQ/man

[noreply at r-forge.r-project.org]

Author: jonathan
Date: 2011-04-13 12:35:13 +0200 (Wed, 13 Apr 2011)
New Revision: 597

Modified:
   pkg/RTAQ/man/spotVol.rd
Log:


Modified: pkg/RTAQ/man/spotVol.rd
===================================================================
--- pkg/RTAQ/man/spotVol.rd	2011-04-11 14:31:18 UTC (rev 596)
+++ pkg/RTAQ/man/spotVol.rd	2011-04-13 10:35:13 UTC (rev 597)
@@ -62,8 +62,8 @@
 Barndorff-Nielsen, O. and N. Shephard (2004). Power and bipower variation with 
 stochastic volatility and jumps. Journal of Financial Econometrics 2 (1), 1-37.
 
-Robust estimation of intraweek periodicity in volatility and jump detection. 
-Journal of Empirical Finance 18, 353-367
+Boudt K., Croux C. and Laurent S. (2011).  Robust estimation of intraweek periodicity 
+in volatility and jump detection. Journal of Empirical Finance 18, 353-367.
 
 Taylor, S. J. and X. Xu (1997). The incremental volatility information in one million foreign exchange quotations. 
 Journal of Empirical Finance 4, 317-340.