An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory

Markus Bibinger

Type: Preprint

Publication Date: 2011-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.1106.4228

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arXiv (Cornell University) - View - PDF
RePEc: Research Papers in Economics - View - PDF
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