Estimation of correlation between latent processes
Akitoshi Kimura and Nakahiro Yoshida
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Kimura, Akitoshi ; Yoshida, Nakahiro |
| Published in: |
Advanced modelling in mathematical finance : in honour of Ernst Eberlein. - Cham : Springer Verlag, ISBN 978-3-319-45873-1. - 2016, p. 131-146
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| Subject: | High frequency data | Latent correlation | Asymptotic mixed normality | Korrelation | Correlation | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Volatilität | Volatility | Multivariate Analyse | Multivariate analysis | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-319-45875-5_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800345