An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636)
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scientific article; zbMATH DE number 6298512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps |
scientific article; zbMATH DE number 6298512 |
Statements
An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (English)
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26 May 2014
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asynchronous observations
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Hayashi-Yoshida estimator
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infinite activity jumps
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threshold estimator
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semimartingale
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