Mathias Vetter

Publication Activity (10 Years)

Years Active: 2009-2013
Publications (10 Years): 0

Top Topics

Measurement Error

Signal Subspace

Noise Sensitivity

Top Venues

J. Multivar. Anal.

Publications

Kim Christensen, Mark Podolskij, Mathias Vetter
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes. J. Multivar. Anal. 120 (2013)
Kim Christensen, Mark Podolskij, Mathias Vetter
Bias-correcting the realized range-based variance in the presence of market microstructure noise. Finance Stochastics 13 (2) (2009)