Nonparametric Estimation Methods of Integrated Multivariate Volatilities
| Year of publication: |
2008
|
|---|---|
| Authors: | Hoshikawa, Toshiya ; Nagai, Keiji ; Kanatani, Taro ; Nishiyama, Yoshihiko |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 27.2008, 1-3, p. 112-138
|