The asymptotics of the integrated self-weighted cross volatility estimator
Work
Year: 2013
Type: article
Institutions Lanzhou University, Changsha University of Science and Technology, Lanzhou University of Finance and Economics, Hong Kong University of Science and Technology, University of Hong Kong +1 more
Cites: 15
Cited by: 4
Related to: 10
FWCI:
Citation percentile (by year/subfield): 62.91
Subfield: Finance
Domain: Social Sciences
Open Access status: closed