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Estimating the quadratic covariation matrix from noisy obse..
local method of moments and efficiency SFB 649 discussion paper ; 2013-017
Malec, Peter
;
Bibinger, Markus
;
Hautsch, Nikolaus
. , 2013
Link:
http://hdl.handle.net/10419/79613
RT Book, Whole T1 <Title>Estimating the quadratic covariation matrix from noisy observations</Title> : <SubTitle>local method of moments and efficiency</SubTitle> UL https://suche.suub.uni-bremen.de/peid=B74523302&Exemplar=1&LAN=DE A1 Malec, Peter A1 Bibinger, Markus A1 Hautsch, Nikolaus A1 Reiß, Markus PB SFB 649, Economic Risk PP Berlin YR 2013 NO Online-Ressource (38 S.) : graph. Darst. T3 SFB 649 discussion paper ; 2013-017 VO 2013-017 LK http://hdl.handle.net/10419/79613 SF ELIB - SuUB Bremen
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