Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (Q1019457)
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scientific article; zbMATH DE number 5560793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes |
scientific article; zbMATH DE number 5560793 |
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Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes (English)
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2 June 2009
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diffusions
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discrete-time observations
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high-frequency data
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nonsynchronicity
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quadratic variation
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realized volatility
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