Three-point approach for estimating integrated volatility and integrated covariance (Q2879047)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Three-point approach for estimating integrated volatility and integrated covariance |
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Three-point approach for estimating integrated volatility and integrated covariance (English)
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5 September 2014
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integrated volatility
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integrated covariance
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high-frequency
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jumps
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cojumps
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