Nonparametric Estimation Methods of Integrated Multivariate Volatilities
Year of publication: |
2008
|
---|---|
Authors: | Hoshikawa, Toshiya ; Nagai, Keiji ; Kanatani, Taro ; Nishiyama, Yoshihiko |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 27.2008, 1-3, p. 112-138
|
Publisher: |
Taylor & Francis Journals |
Subject: | High frequency data | Integrated volatility | Nonparametric estimators | Weighted realized volatility |
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