High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
| Year of publication: |
2010
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Fan, Jianqing ; Xiu, Dacheng |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 105.2010, 492, p. 1504-1517
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008784042