Covariance measurement in the presence of non-synchronous trading and market microstructure noise
| Year of publication: |
2011
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|---|---|
| Authors: | Griffin, Jim E. ; Oomen, Roel C.A. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 58-69
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