IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
| Year of publication: |
2012
|
|---|---|
| Authors: | Mancini, Cecilia ; Gobbi, Fabio |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 28.2012, 2 (19.1.), p. 249-274
|