Econometrics of co-jumps in high-frequency data with noise (Q2343752)
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scientific article
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| English | Econometrics of co-jumps in high-frequency data with noise |
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Econometrics of co-jumps in high-frequency data with noise (English)
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6 May 2015
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co-jumps
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covolatility estimation
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microstructure noise
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non-synchronous observations
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truncation
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0.8812188506126404
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0.8669604063034058
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0.852124035358429
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0.8300543427467346
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