High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data (Q5255690)
From MaRDI portal
scientific article; zbMATH DE number 6446519
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data |
scientific article; zbMATH DE number 6446519 |
Statements
High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data (English)
0 references
17 June 2015
0 references
generalised synchronisation method
0 references
market microstructure noise
0 references
quasi-maximum likelihood estimator
0 references
refresh time
0 references
