The asymptotics of the integrated self-weighted cross volatility estimator (Q394775)
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scientific article; zbMATH DE number 6250841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotics of the integrated self-weighted cross volatility estimator |
scientific article; zbMATH DE number 6250841 |
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The asymptotics of the integrated self-weighted cross volatility estimator (English)
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27 January 2014
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asynchronous data
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icrostructure noise
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Ito semi-martingales
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