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Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects : Discussion papers
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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)
Audrino, Francesco
Corsi, Fulvio
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
URL
https://www.alexandria.unisg.ch/handle/20.500.14171/78946
Subject(s)
economics
Division(s)
SEPS - School of Econ...
MS - Faculty of Mathe...
Eprints ID
43621