Open AccessEconometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
Author(s) -
Ole E. BarndorffNielsen,
Neil Shephard
Publication year - 2002
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.305583
Subject(s) - covariance , econometrics , economics , covariance and correlation , correlation , regression , regression analysis , cross sectional regression , statistics , mathematics , polynomial regression , random variable , geometry , convergence of random variables , sum of normally distributed random variables
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