The asymptotics of the integrated self-weighted cross volatility estimator (Q394775): Difference between revisions
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| Property / author | |||
| Property / author: Xiao-Lin Liang / rank | |||
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| Property / author: Bing-Yi Jing / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / zbMATH DE Number: 6250841 / rank | |||
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| Property / zbMATH Keywords: asynchronous data / rank | |||
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icrostructure noise | |||
| Property / zbMATH Keywords: icrostructure noise / rank | |||
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Ito semi-martingales | |||
| Property / zbMATH Keywords: Ito semi-martingales / rank | |||
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Revision as of 15:00, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotics of the integrated self-weighted cross volatility estimator |
scientific article |
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The asymptotics of the integrated self-weighted cross volatility estimator (English)
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27 January 2014
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asynchronous data
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icrostructure noise
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Ito semi-martingales
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