An integrated cross-volatility estimation for asynchronous noisy data (Q2892937): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/10485252.2011.647696 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2010812511 / rank | |||
Normal rank | |||
Revision as of 19:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integrated cross-volatility estimation for asynchronous noisy data |
scientific article |
Statements
An integrated cross-volatility estimation for asynchronous noisy data (English)
0 references
25 June 2012
0 references
asynchronous data
0 references
cross-volatility
0 references
integrated volatility
0 references
microstructure noise
0 references
