Integrated Covariance Estimation Using High-Frequency Data...

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Integrated Covariance Estimation Using High-Frequency Data in the Presence of Noise

Voev, Valeri, Lunde, Asger
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Year:
2006
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.917087
File:
PDF, 657 KB
english, 2006
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