A Markov Chain Estimator of Multivariate Volatility from...

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A Markov Chain Estimator of Multivariate Volatility from High Frequency Data

Hansen, Peter Reinhard, Horel, Guillaume, Lunde, Asger, Archakov, Ilya
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3178925
File:
PDF, 974 KB
english, 2015
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