Department of Economics and Business Economics

Rasmus T. Varneskov

Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Business and Economic Statistics
Volume34
Issue1
Pages (from-to)1-22
Number of pages22
ISSN0735-0015
DOIs
Publication statusPublished - 2016

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