Rasmus Tangsgaard Varneskov

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Person:515126

Available identifiers

zbMath Open tangsgaard-varneskov.rasmusMaRDI QIDQ515126

List of research outcomes





PublicationDate of PublicationType
Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices2025-01-20Paper
ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS2017-10-25Paper
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination2017-03-10Paper

Research outcomes over time

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