Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Positive semidefinite integrated covariance estimation, factorizations and asynchronicity |
scientific article |
Statements
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (English)
0 references
13 January 2017
0 references
Cholesky decomposition
0 references
integrated covariance
0 references
non-synchronous trading
0 references
positive semidefinite
0 references
realized covariance
0 references
0 references
0 references
0 references
0 references
