Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading

Publication: Research - peer-reviewJournal article

DOI

Original languageEnglish
JournalJournal of Econometrics
Volume197
Issue number1
Pages (from-to)130–152
Number of pages23
ISSN0304-4076
DOIs
StatePublished - 2017

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