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