The asymptotics of the integrated self-weighted cross...

Journal of Statistical Planning and Inference 2013 / 10 Vol. 143; Iss. 10

The asymptotics of the integrated self-weighted cross volatility estimator

Li, Cui-Xia, Liang, Xiao-Lin, Jing, Bing-Yi, Kong, Xin-Bing
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Volume:
143
Language:
english
Journal:
Journal of Statistical Planning and Inference
DOI:
10.1016/j.jspi.2013.05.003
Date:
October, 2013
File:
PDF, 319 KB
english, 2013
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