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Department of Economics and Business Economics

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

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Standard

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 newspaper › Journal article › Research › peer-review

Harvard

Varneskov, RT 2016, 'Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices', Journal of Business and Economic Statistics, vol. 34, no. 1, pp. 1-22. https://doi.org/10.1080/07350015.2015.1005622

APA

Varneskov, R. T. (2016). Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices. Journal of Business and Economic Statistics, 34(1), 1-22. https://doi.org/10.1080/07350015.2015.1005622

CBE

Varneskov RT. 2016. Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices. Journal of Business and Economic Statistics. 34(1):1-22. https://doi.org/10.1080/07350015.2015.1005622

MLA

Varneskov, Rasmus T. "Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices". Journal of Business and Economic Statistics. 2016, 34(1). 1-22. https://doi.org/10.1080/07350015.2015.1005622

Vancouver

Varneskov RT. Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices. Journal of Business and Economic Statistics. 2016;34(1):1-22. https://doi.org/10.1080/07350015.2015.1005622

Author

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 -