An integrated cross-volatility estimation for asynchronous noisy data (Q2892937): Difference between revisions

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Latest revision as of 09:04, 5 July 2024

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An integrated cross-volatility estimation for asynchronous noisy data
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    An integrated cross-volatility estimation for asynchronous noisy data (English)
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    25 June 2012
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    asynchronous data
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    cross-volatility
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    integrated volatility
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    microstructure noise
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