The asymptotics of the integrated self-weighted cross volatility estimator (Q394775): Difference between revisions
From MaRDI portal
Removed claims |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotics of the integrated self-weighted cross volatility estimator |
scientific article |
Statements
The asymptotics of the integrated self-weighted cross volatility estimator (English)
0 references
27 January 2014
0 references
asynchronous data
0 references
icrostructure noise
0 references
Ito semi-martingales
0 references
