On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (Q2864671)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps |
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On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (English)
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26 November 2013
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central limit theorem
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co-volatility
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high-frequency data
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Ito semi-martingales
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microstructure noise
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