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 : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 105.2010, 492, p. 1504-1518
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