Spot beta estimation with asynchronous noisy prices

DOI10.1080/14697688.2025.2500494MaRDI QIDQ6956132zbMATH OpenFDO

Authors Maria Elvira Mancino, Giacomo Toscano

Publication date 18 July 2025

Published in Quantitative Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

This page was built for publication: Spot beta estimation with asynchronous noisy prices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6956132)