Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07474930701853855 / rank
 
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Latest revision as of 19:40, 28 June 2024

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Nonparametric Estimation Methods of Integrated Multivariate Volatilities
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    Nonparametric Estimation Methods of Integrated Multivariate Volatilities (English)
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    19 November 2008
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    high frequency data
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    integrated volatility
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    nonparametric estimators
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    weighted realized volatility
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