//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"covariance estimation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Fourier analysis
1
microstructure
1
non-synchronicity
1
nonparametric covariance estimation
1
optimal portfolio choice
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Elvira, Mancino Maria
1
Sanfelici, Simona
1
Institution
All
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
Center for Financial Studies
1
Economics Department, Queen's University
1
Rimini Centre for Economic Analysis (RCEA)
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Université Paris-Dauphine (Paris IX)
1
Published in...
All
Working Papers - Mathematical Economics
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covariance
estimation
and dynamic asset allocation under microstructure effects via Fourier methodology
Elvira, Mancino Maria
;
Sanfelici, Simona
-
Dipartimento di Scienze per l'Economia e l'Impresa, …
-
2009
the Fourier
covariance
estimation
methodology over other estimators in the presence of market microstructure noise from …
Persistent link: https://www.econbiz.de/10008568412
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->