Estimating integrated co-volatility with partially miss-ordered high frequency data (English)
- New search for: Liu, Z.
- New search for: Liu, Z.
In:
STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES
;
19
, 2
;
175-197
;
2016
-
ISSN:
- Article (Journal) / Print
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Title:Estimating integrated co-volatility with partially miss-ordered high frequency data
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Contributors:Liu, Z. ( author )
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Published in:STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES ; 19, 2 ; 175-197
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Publisher:
- New search for: Springer Science + Business Media
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Publication date:2016-01-01
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Size:23 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 519.23
- Further information on Dewey Decimal Classification
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Classification:
DDC: 519.23 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 19, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 131
-
Bidimensional random effect estimation in mixed stochastic differential modelDion, C. / Genon-Catalot, V. et al. | 2015
- 159
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A kriging procedure for processes indexed by graphsEspinasse, T. / Loubes, J.-M. et al. | 2015
- 175
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Estimating integrated co-volatility with partially miss-ordered high frequency dataLiu, Zhi et al. | 2015
- 199
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Modified Schwarz and Hannan–Quinn information criteria for weak VARMA modelsMaïnassara, Yacouba Boubacar / Kokonendji, Célestin C. et al. | 2015
- 219
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Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimationNourdin, Ivan / Nualart, David / Zintout, Rola et al. | 2015
- 235
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The Gumbel test and jumps in the volatility processPalmes, Christian / Woerner, Jeannette H. C. et al. | 2015