An integrated cross-volatility estimation for asynchronous noisy data (Q2892937)
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scientific article; zbMATH DE number 6049534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integrated cross-volatility estimation for asynchronous noisy data |
scientific article; zbMATH DE number 6049534 |
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An integrated cross-volatility estimation for asynchronous noisy data (English)
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25 June 2012
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asynchronous data
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cross-volatility
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integrated volatility
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microstructure noise
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