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Faculty of Scien... [1]
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LIU ZHI [1]
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Journal article [2]
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2016 [2]
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英語English [2]
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Statistical Infe... [2]
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Estimating integrated co-volatility with partially miss-ordered high frequency data
Journal article
Liu,Zhi. Estimating integrated co-volatility with partially miss-ordered high frequency data[J]. Statistical Inference for Stochastic Processes, 2016, 19(2), 175-197.
Authors:
Liu,Zhi
Favorite
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TC[Scopus]:
4
IF:
0.7
/
0.8
|
Submit date：2021/03/11
Central Limit Theorem
Diffusion Model
High Frequency Data
Multiple Transactions
Stable Convergence
Estimating integrated co-volatility with partially miss-ordered high frequency data
Journal article
Liu Z.. Estimating integrated co-volatility with partially miss-ordered high frequency data[J]. Statistical Inference for Stochastic Processes, 2016, 19(2), 175-197.
Authors:
Liu Z.
Favorite
|
TC[Scopus]:
4
|
Submit date：2019/02/14
Central Limit Theorem
Diffusion Model
High Frequency Data
Multiple Transactions
Stable Convergence
