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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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Document Date: 2015-04-28 07:51:00

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File Size: 1,13 MB

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Company

Russell / X a.s. / Diebold / New York Stock Exchange. / Markov / /

Currency

cent / /

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Facility

University of Aarhus March / /

Holiday

Assumption / /

Organization

Danish National Research Foundation / Center for Research / University of Aarhus / European University Institute / Department of Economics and Business Aarhus University Fuglesangs Allé / /

Person

Guillaume Horel / Peter Reinhard Hansen / Peter Reinhard Hansena / Guillaume Horelb Asger Lundec / Ilya Archakova / Ilya Archakov / /

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Technology

simulation / /

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