## Abstract This paper looks at some recent work on estimating quadratic variation using realized variance (RV)βthat is, sums of __M__ squared returns. This econometrics has been motivated by the advent of the common availability of highβfrequency financial return data. When the underlying process
Estimating Multivariate Variance and Covariance Components Using Quadratic and Bilinear Forms
β Scribed by Dr. S. R. Searle
- Publisher
- John Wiley and Sons
- Year
- 1979
- Tongue
- English
- Weight
- 338 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0323-3847
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By transforming dichotomous characters (for instance the presence or absence of a certain disease) to zero-one characters it is possible to estimate the variance and variance components. This paper explains the peculiarities occurring in the linear model and estimation functions and the application