The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling |
scientific article; zbMATH DE number 6761455
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling |
scientific article; zbMATH DE number 6761455 |
Statements
The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (English)
0 references
17 August 2017
0 references
integrated covariance
0 references
hedging coefficient
0 references
high-frequency financial data
0 references
round-off errors
0 references
micro-market price adjustments and noises
0 references
random sampling
0 references
separating information maximum likelihood (SIML)
0 references
0 references
0 references
0 references
0 references
0 references
0.8510118
0 references
0.8220613
0 references
0.81783605
0 references
0.8143067
0 references
0.8131684
0 references
