Fourier transform methods for pathwise covariance estimation in the presence of jumps
Work
Year: 2014
Type: article
Authors Christa Cuchiero, Josef Teichmann
Institutions TU Wien, ETH Zurich
Cites: 37
Cited by: 34
Related to: 10
FWCI: 4.358
Citation percentile (by year/subfield): 97.17
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze
Funder European Research Council
Grant ID FA506041