Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns
| Year of publication: |
2019
|
|---|---|
| Authors: | Peluso, Stefano ; Mira, Antonietta ; Muliere, Pietro |
| Published in: |
Applied Stochastic Models in Business and Industry. - Wiley, ISSN 1526-4025, ZDB-ID 2002340-6. - Vol. 35.2019, 5 (30.07.), p. 1282-1297
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/asmb.2476 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012272487