Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579)
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scientific article; zbMATH DE number 6674394
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| English | Positive semidefinite integrated covariance estimation, factorizations and asynchronicity |
scientific article; zbMATH DE number 6674394 |
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Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (English)
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13 January 2017
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Cholesky decomposition
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integrated covariance
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non-synchronous trading
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positive semidefinite
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realized covariance
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