We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset … normality of the proposed spot covariance estimator. Based on extensive simulations we provide empirical guidance on the optimal …

We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset … normality of the proposed spot covariance estimator. Based on extensive simulations we provide empirical guidance on the optimal …

We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset … normality of the proposed spot covariance estimator. Based on extensive simulations we provide empirical guidance on the optimal …

We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset … normality of the proposed spot covariance estimator. Based on extensive simulations we provide empirical guidance on the optimal …

We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset … normality of the proposed spot covariance estimator. Based on extensive simulations we provide empirical guidance on the optimal …

We propose a new estimator for the spot covariance matrix of a multi-dimensional continuous semi-martingale log asset … normality of the proposed spot covariance estimator. Based on extensive simulations we provide empirical guidance on the optimal …