Department of Economics and Business Economics

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes

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

Original languageEnglish
JournalJournal of Multivariate Analysis
Volume120
Pages (from-to)59-84
ISSN0047-259X
DOIs
Publication statusPublished - 2013

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ID: 56695561