Nonparametric Estimation Methods of Integrated Multivariate Volatilities (Q3539868)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5368899
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric Estimation Methods of Integrated Multivariate Volatilities |
scientific article; zbMATH DE number 5368899 |
Statements
Nonparametric Estimation Methods of Integrated Multivariate Volatilities (English)
0 references
19 November 2008
0 references
high frequency data
0 references
integrated volatility
0 references
nonparametric estimators
0 references
weighted realized volatility
0 references
0.9363177
0 references
0.9316105
0 references
0.9309982
0 references
0.9309982
0 references
0.9277884
0 references
0.9248287
0 references
0.91796756
0 references
0.9139777
0 references
0.91365653
0 references
