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On estimating the integrated co-volatility using noisy high-frequency data with jumps Journal article
Jing,Bing Yi, Li,Cui Xia, Liu,Zhi. On estimating the integrated co-volatility using noisy high-frequency data with jumps[J]. Communications in Statistics - Theory and Methods, 2013, 42(21), 3889-3901.
Authors:  Jing,Bing Yi;  Li,Cui Xia;  Liu,Zhi
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:0.6/0.8 | Submit date：2021/03/11
Central Limit Theorem  Co-volatility  High-frequency Data  Ito Semi-martingale  Jumps  Microstructure Noise  
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]. Communications in Statistics - Theory and Methods, 2013, 42(21), 3889-3901.
Authors:  Jing B.-Y.;  Li C.-X.;  Liu Z.
Favorite | TC[WOS]:5 TC[Scopus]:6 | Submit date：2019/02/14
Central Limit Theorem  Co-volatility  High-frequency Data  Ito Semi-martingale  Jumps  Microstructure Noise  
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.
Favorite | TC[WOS]:5 TC[Scopus]:6  IF:0.6/0.8 | Submit date：2022/07/27
Ito Semi-martingale  High Frequency Data  Microstructure Noise  Covolatility  Jumps  Central Limit Theorem