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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Corsi, Fulvio"
~person:"Lux, Thomas"
~subject:"Correlation"
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Correlation
Estimation theory
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Corsi, Fulvio
Lux, Thomas
Chen, Yi-ting
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Economics working paper
3
Empirical applications of network and random matrix theories to economic and financial complex systems
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Essays on real-financial interactions and on the application of network and random matrix theories to economic data
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Working papers on finance
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Empirica : journal of european economics
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
2
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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