Conference presentations

Pre-Averaging Estimators of the Ex-Post Covariance Matrix in Noisy Diffusion Models with Non-Synchronous Data

Mark Podolskij (ETH, Zurich)

Reference

Mark Podolskij (ETH, Zurich), “Pre-Averaging Estimators of the Ex-Post Covariance Matrix in Noisy Diffusion Models with Non-Synchronous Data”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.

See also

Published in

Financial Econometrics Conference, Toulouse, France, May 21–22, 2010