A Markov Chain Estimator of Multivariate Volatility from High Frequency Data (Q2956061)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov Chain Estimator of Multivariate Volatility from High Frequency Data |
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A Markov Chain Estimator of Multivariate Volatility from High Frequency Data (English)
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16 January 2017
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Markov chain
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multivariate volatility
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quadratic variation
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integrated variance
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realized variance
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high frequency data
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