![](/img/cover-not-exists.png)
A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics
Buccheri, Giuseppe, Bormetti, Giacomo, Corsi, Fulvio, Lillo, FabrizioJournal:
Journal of Business & Economic Statistics
DOI:
10.1080/07350015.2020.1739530
Date:
April, 2020
File:
PDF, 2.36 MB
2020