ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS
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Publication:5741621
DOI10.1017/S0266466614000954zbMath1441.62779arXiv1302.5202OpenAlexW3122042789MaRDI QIDQ5741621
Publication date: 29 July 2016
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.5202
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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