ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (Q5371156)
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scientific article; zbMATH DE number 6797561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS |
scientific article; zbMATH DE number 6797561 |
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ESTIMATING THE QUADRATIC VARIATION SPECTRUM OF NOISY ASSET PRICES USING GENERALIZED FLAT-TOP REALIZED KERNELS (English)
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25 October 2017
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quadratic variation spectrum
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kernel estimators
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mixed Gaussian
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