Department of Economics and Business Economics

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

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Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices. / Varneskov, Rasmus T.

In: Journal of Business and Economic Statistics, Vol. 34, No. 1, 2016, p. 1-22.

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

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Varneskov, Rasmus T. / Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices. In: Journal of Business and Economic Statistics. 2016 ; Vol. 34, No. 1. pp. 1-22.

Bibtex

@article{70bd8d18e0e44a4fa98ad4c26337f290,
title = "Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices",
author = "Varneskov, {Rasmus T.}",
year = "2016",
doi = "10.1080/07350015.2015.1005622",
language = "English",
volume = "34",
pages = "1--22",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis Inc.",
number = "1",

}

RIS

TY - JOUR

T1 - Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices

AU - Varneskov, Rasmus T.

PY - 2016

Y1 - 2016

U2 - 10.1080/07350015.2015.1005622

DO - 10.1080/07350015.2015.1005622

M3 - Journal article

VL - 34

SP - 1

EP - 22

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 1

ER -