Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data (Q2815047)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data |
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Statistical Inference for Unified Garch-Itô Models with High-Frequency Financial Data (English)
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27 June 2016
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GARCH
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high-frequency financial data
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low-frequency financial data
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Itô process
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quasi-maximum likelihood estimator
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realized volatility
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