A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper

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Date: 2015-04-28 07:51:00 Statistical inference M-estimators Signal processing Markov chain Estimator Maximum likelihood Realized kernel Robust statistics Peter Reinhard Hansen Statistics Estimation theory Statistical theory		A Markov Chain Estimator of Multivariate Volatility from High Frequency Data Peter Reinhard Hansen, Guillaume Horel, Asger Lunde and Ilya Archakov CREATES Research Paper Add to Reading List Source URL: pure.au.dk Download Document from Source Website File Size: 1,13 MB Share Document on Facebook

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