An integrated cross-volatility estimation for asynchronous noisy data
type: Item
instance of: scholarly article
title: An integrated cross-volatility estimation for asynchronous noisy data
zbMATH Open document ID: 1277.62094
DOI: 10.1080/10485252.2011.647696
published in: Journal of Nonparametric Statistics
publication date: 2012-06-25T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6049534
zbMATH Keywords: asynchronous data
zbMATH Keywords: cross-volatility
zbMATH Keywords: integrated volatility
zbMATH Keywords: microstructure noise
author: H. L. Ngo
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/10485252.2011.647696
OpenAlex ID: W2010812511
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description: scientific article; zbMATH DE number 6049534