On estimating the integrated co-volatility using noisy high-frequency data with jumps (Q2864671)
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scientific article; zbMATH DE number 6232649
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| English | On estimating the integrated co-volatility using noisy high-frequency data with jumps |
scientific article; zbMATH DE number 6232649 |
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On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps (English)
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26 November 2013
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central limit theorem
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co-volatility
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high-frequency data
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Ito semi-martingales
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microstructure noise
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0.9037179350852966
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0.8812188506126404
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0.8711047172546387
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0.861212968826294
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0.8477332592010498
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