The asymptotics of the integrated self-weighted cross volatility estimator (Q394775): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.003 / rank
 
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Latest revision as of 16:19, 9 December 2024

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The asymptotics of the integrated self-weighted cross volatility estimator
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    The asymptotics of the integrated self-weighted cross volatility estimator (English)
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    27 January 2014
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    asynchronous data
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    icrostructure noise
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    Ito semi-martingales
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