Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868): Difference between revisions
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Revision as of 11:43, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric Estimation Methods of Integrated Multivariate Volatilities |
scientific article |
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Nonparametric Estimation Methods of Integrated Multivariate Volatilities (English)
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19 November 2008
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high frequency data
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integrated volatility
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nonparametric estimators
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weighted realized volatility
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