Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
Version of Record online: 26 JUN 2013
© 2013 Board of the Foundation of the Scandinavian Journal of Statistics.
Scandinavian Journal of Statistics
Volume 41, Issue 1, pages 23–50, March 2014
How to Cite
Bibinger, M. and Reiß, M. (2014), Spectral Estimation of Covolatility from Noisy Observations Using Local Weights. Scandinavian Journal of Statistics, 41: 23–50. doi: 10.1111/sjos.12019
- Issue online: 21 FEB 2014
- Version of Record online: 26 JUN 2013
- Manuscript Accepted: 28 JAN 2013
- Manuscript Revised: 22 AUG 2012
- Manuscript Received: 5 DEC 2011
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