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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Audrino, Francesco"
~person:"Phillips, Peter C. B."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Audrino, Francesco
Phillips, Peter C. B.
Corsi, Fulvio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
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