Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (Q5413944)
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scientific article; zbMATH DE number 6291302
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectral Estimation of Covolatility from Noisy Observations Using Local Weights |
scientific article; zbMATH DE number 6291302 |
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Spectral Estimation of Covolatility from Noisy Observations Using Local Weights (English)
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2 May 2014
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asymptotic equivalence
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covariation
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integrated covolatility
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microstructure noise
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spectral adaptive estimation
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