Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation Methods of Integrated Multivariate Volatilities |
scientific article |
Statements
Nonparametric Estimation Methods of Integrated Multivariate Volatilities (English)
0 references
19 November 2008
0 references
high frequency data
0 references
integrated volatility
0 references
nonparametric estimators
0 references
weighted realized volatility
0 references
