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type_genre:"Sammlung"
~isPartOf:"CREATES research paper"
~person:"Christensen, Kim"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
~type_genre:"Sammelwerk"
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CREATES research paper
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
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Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
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