Mathias Vetter

According to our database¹, Mathias Vetter authored at least 2 papers between 2009 and 2013.

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2013

On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2013

2009

Bias-correcting the realized range-based variance in the presence of market microstructure noise.

[BibT_eX]

[DOI]

Finance Stochastics, 2009