An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (Q429296)
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| English | An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory |
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An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: asymptotic distribution theory (English)
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19 June 2012
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integrated covolatility
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microstructure noise
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multiscale estimator
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non-synchronous observations
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stable limit theorem
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