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Veredas, David
Ahlfeldt, Gabriel M.
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Cohen, Jeffrey P.
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Smoothing it out : empirical and simulation results for disentangled realized covariances
Vander Elst, Harry
;
Veredas, David
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2015
Persistent link: https://www.econbiz.de/10011289133
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Disentangled jump-robust realized covariances and correlations with non-synchronous prices
Vander Elst, Harry
;
Veredas, David
-
2014
Persistent link: https://www.econbiz.de/10010418993
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Smoothing it out : empirical and simulation results for disentangled realized covariances
Vander Elst, Harry
;
Veredas, David
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 106-138
Persistent link: https://www.econbiz.de/10011658742
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Disentangled Jump-Robust Realized Covariances and Correlations with Non-Synchronous Prices
Veredas, David
;
Vander Elst, Harry-Paul
-
European Centre for Advanced Research in Economics and …
-
2014
Persistent link: https://www.econbiz.de/10010890190
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Disentangled jump-robust realized covariances and correlations with non-synchronous prices
Elst, Harry Vander
;
Veredas, David
-
Departamento de Estadistica, Universidad Carlos III de …
-
2014
and in presence, or not, of microstructure
noise
, and under synchronous and asynchronous trading. The main finding is that …
Persistent link: https://www.econbiz.de/10010894453
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