Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects : Discussion papers
Series
2008
Type
working paper
Date Issued
2008
Author(s)
Abstract
http://ideas.repec.org/p/usg/dp2008/2008-04.html
Language
English
HSG Classification
not classified
Refereed
No
Publisher
Volkswirtschaftliche Abteilung Universität St. Gallen
Publisher place
St. Gallen
Subject(s)
Eprints ID
43621