Weighted Least Squares Realized Covariation Estimation
Year of publication: |
[2022]
|
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Authors: | Li, Yifan ; Nolte, Ingmar ; Vasios, Michalis ; Voev, Valeri ; Xu, Qi |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
Extent: | 1 Online-Ressource (79 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 17, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4011269 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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