Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
| Year of publication: |
2011
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|---|---|
| Authors: | Barndorff-Nielsen, Ole E. ; Hansen, Peter Reinhard ; Lunde, Asger ; Shephard, Neil |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 162.2011, 2, p. 149-170
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