Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto, Sato, SeishoVolume:
26
Language:
english
Journal:
The North American Journal of Economics and Finance
DOI:
10.1016/j.najef.2013.02.006
Date:
December, 2013
File:
PDF, 766 KB
english, 2013