Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (Q2355172)
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scientific article; zbMATH DE number 6460698
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| English | Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps |
scientific article; zbMATH DE number 6460698 |
Statements
Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps (English)
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21 July 2015
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asynchronous observations
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co-jumps
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statistics of semimartingales
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quadratic covariation
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0.8886821269989014
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0.8829078674316406
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0.8486217260360718
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0.8414868712425232
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