Estimating integrated co-volatility with partially miss-ordered high frequency data (Q300776)
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scientific article; zbMATH DE number 6599242
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| English | Estimating integrated co-volatility with partially miss-ordered high frequency data |
scientific article; zbMATH DE number 6599242 |
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Estimating integrated co-volatility with partially miss-ordered high frequency data (English)
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29 June 2016
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central limit theorem
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diffusion model
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high frequency data
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multiple transactions
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stable convergence
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0.8407682776451111
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0.8075621128082275
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0.8061444759368896
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0.8042629957199097
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0.7985309362411499
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