Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/07474930701853855 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2167083988 / rank | |||
Normal rank |
Revision as of 00:30, 20 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