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person:"Bekaert, Geert"
~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~person:"Corsi, Fulvio"
~person:"Li, Degui"
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Modeling tick-by-tick realized correlations
Audrino, Francesco
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Corsi, Fulvio
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2008
Persistent link: https://www.econbiz.de/10003723942
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
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2008
Persistent link: https://www.econbiz.de/10003676667
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3
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
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2007
Persistent link: https://www.econbiz.de/10003419771
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