Jump robust two time scale covariance estimation and realized volatility budgets (Q4683042)
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scientific article; zbMATH DE number 6939247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump robust two time scale covariance estimation and realized volatility budgets |
scientific article; zbMATH DE number 6939247 |
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Jump robust two time scale covariance estimation and realized volatility budgets (English)
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19 September 2018
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volatility modelling
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continuous time models
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financial econometrics
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portfolio allocation
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