Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Kim Christensen; Silja Kinnebrock; Mark Podolskij
| Year of publication: |
2010
|
|---|---|
| Authors: | Christensen, Kim ; Kinnebrock, Silja ; Podolskij, Mark |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 159.2010, 1, p. 116-133
|
| Subject: | Theorie | Theory | Ökonometrie | Econometrics | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008839936