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Department of Economics and Business Economics

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

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

Documents

Hounyo_2017_Bootstrapping_integrated_covariance_matrix_estimators
Accepted manuscript, 2 MB, PDF document

DOI

https://doi.org/10.1016/j.jeconom.2016.11.002
Final published version

Ulrich Hounyo

Original language	English
Journal	Journal of Econometrics
Volume	197
Issue	1
Pages (from-to)	130–152
Number of pages	23
ISSN	0304-4076
DOIs	https://doi.org/10.1016/j.jeconom.2016.11.002
Publication status	Published - 2017

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