The asymptotics of the integrated self-weighted cross volatility estimator
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Publication:394775
DOI10.1016/J.JSPI.2013.05.003zbMath1279.62211OpenAlexW1974039729MaRDI QIDQ394775
Cui-Xia Li, Xin-Bing Kong, Xiao-Lin Liang, Bing-Yi Jing
Publication date: 27 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.003
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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