估计受加性测量误差干扰的非同步观测高频股票收益的二次协变矩阵

Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error

• Sujin Park · 国王健康合作伙伴
• Seok Young Hong · 剑桥大学
• Oliver Linton · 剑桥大学 通讯