Consistent estimator of ex-post covariation of discretely observed diffusion processes and its application to high frequency financial time series (Q108458096)
doctoral thesis by Sujin Park
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(P31) (Q187685)
(P50) (Q112601800)
(P407) (Q1860)
(P577) +2011-00-00T00:00:00Z
(P953) http://etheses.lse.ac.uk/182
(P1104) 144
(P1476) "Consistent estimator of ex-post covariation of discretely observed diffusion processes and its application to high frequency financial time series" (language: en)
(P4101) (Q174570)
(P5008) (Q112895606)
(P6216) (Q50423863)
(P6954) (Q232932)
other details
description doctoral thesis by Sujin Park

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