On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps

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	On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps
	Jing, BY; Li, CX; Liu, Z
刊名	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
	2013-11-02
卷号	42 期号:21 页码:3889-3901
关键词	Central limit theorem Co-volatility High-frequency data Ito semi-martingale Jumps Microstructure noise Primary 60F05 60F17 Secondary 60G51 60G07
ISSN号	0361-0926
通讯作者	Liu, Z (reprint author), Univ Macau, Fac Sci & Technol, Dept Math, Taipa, Macau, Peoples R China.
学科主题	Mathematics
出版地	PHILADELPHIA
语种	英语
WOS记录号	WOS:000325197900006
内容类型	期刊论文
源URL	[http://ir.lzu.edu.cn/handle/262010/118779]
专题	数学与统计学院_期刊论文
推荐引用方式 GB/T 7714	Jing, BY,Li, CX,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.
APA	Jing, BY,Li, CX,&Liu, Z.(2013).On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,42(21),3889-3901.
MLA	Jing, BY,et al."On Estimating the Integrated Co-Volatility Using Noisy High-Frequency Data with Jumps".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 42.21(2013):3889-3901.