Three-point approach for estimating integrated volatility and integrated covariance (Q2879047)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Three-point approach for estimating integrated volatility and integrated covariance |
scientific article; zbMATH DE number 6340785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Three-point approach for estimating integrated volatility and integrated covariance |
scientific article; zbMATH DE number 6340785 |
Statements
Three-point approach for estimating integrated volatility and integrated covariance (English)
0 references
5 September 2014
0 references
integrated volatility
0 references
integrated covariance
0 references
high-frequency
0 references
jumps
0 references
cojumps
0 references
0 references
