Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise

✍ Scribed by Kunitomo, Naoto; Sato, Seisho

• Book ID: 122989227
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 766 KB
• Volume: 26
• Category: Article
• ISSN: 1062-9408
• DOI: 10.1016/j.najef.2013.02.006