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LIU ZHI [1]
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2013 [1]
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On estimating the integrated co-volatility using noisy high frequency data with jumps
Journal article
Jing, B. Y., Li, C. X., Liu, Z.. On estimating the integrated co-volatility using noisy high frequency data with jumps[J]. Communication in Statistics-Theory and Methods, 2013, 3889-3901.
Authors:
Jing, B. Y.
;
Li, C. X.
;
Liu, Z.
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Submit date：2022/07/27
Ito Semi-martingale
High Frequency Data
Microstructure Noise
Covolatility
Jumps
Central Limit Theorem
