Consistent estimation of covariation under nonsynchronicity (Q946288): Difference between revisions
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Revision as of 01:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent estimation of covariation under nonsynchronicity |
scientific article |
Statements
Consistent estimation of covariation under nonsynchronicity (English)
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22 September 2008
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consistency
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discrete-time sampling
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high-frequency data
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nonsynchronous trading
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quadratic variation
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realized covariance
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semimartingales
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stopping time
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