The asymptotics of the integrated self-weighted cross volatility estimator (Q394775)
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scientific article; zbMATH DE number 6250841
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| English | The asymptotics of the integrated self-weighted cross volatility estimator |
scientific article; zbMATH DE number 6250841 |
Statements
The asymptotics of the integrated self-weighted cross volatility estimator (English)
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27 January 2014
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asynchronous data
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icrostructure noise
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Ito semi-martingales
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0.8691902160644531
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0.7747054100036621
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0.7461859583854675
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0.7420018315315247
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0.7407470345497131
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