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High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Xiu, Dacheng
- In:
Journal of the American Statistical Association
105
(
2010
)
492
,
pp. 1504-1517
Persistent link: https://www.econbiz.de/10008784042
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2
Nonparametric Transition-Based Tests for Jump Diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10008784118
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