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~person:"Corsi, Fulvio"
~subject:"Schätztheorie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Monte-Carlo-Methode"
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Corsi, Fulvio
Herbst, Edward P.
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Schorfheide, Frank
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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ECONIS (ZBW)
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
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2008
Persistent link: https://www.econbiz.de/10003903350
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
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Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
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