A Markov Chain Estimator of Multivariate Volatility from High Frequency Data
Hansen, Peter Reinhard, Horel, Guillaume, Lunde, Asger, Archakov, IlyaYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3178925
File:
PDF, 974 KB
english, 2015