Consistent estimation of covariation under nonsynchronicity (Q946288): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s11203-007-9009-9 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11203-007-9009-9 / rank | |||
Normal rank | |||
Latest revision as of 09:19, 10 December 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)
0 references
22 September 2008
0 references
consistency
0 references
discrete-time sampling
0 references
high-frequency data
0 references
nonsynchronous trading
0 references
quadratic variation
0 references
realized covariance
0 references
semimartingales
0 references
stopping time
0 references
0 references
0 references
