Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Year of publication: |
2007-07-26
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Authors: | Nolte, Ingmar ; Voev, Valeri |
Institutions: | Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften |
Subject: | High frequency data | Realized volatility and covariance | Market microstructure |
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Estimating high-frequency based (co-) variances: A unified approach
Nolte, Ingmar, (2007)
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Estimating High-Frequency Based (Co-) Variances: A Unified Approach
Nolte, Ingmar, (2008)
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Nolte, Ingmar, (2009)
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Nolte, Ingmar, (2007)
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Estimating high-frequency based (co-) variances: A unified approach
Nolte, Ingmar, (2007)
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Nolte, Ingmar, (2007)
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