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~person:"Barndorff-Nielsen, Ole E."
~subject:"Multivariate analysis"
~type_genre:"Case study"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
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Barndorff-Nielsen, Ole E.
McAleer, Michael
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Domański, Czesław
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Greenacre, Michael J.
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Schmid, Wolfgang
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Rombouts, Jeroen V. K.
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Savaglio, Ernesto
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Lovcha, Yuliya
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Department of Economics discussion paper series / University of Oxford
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
2
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
3
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
4
Apparent scaling
Barndorff-Nielsen, Ole E.
;
Prause, Karsten
-
1999
Persistent link: https://www.econbiz.de/10001456583
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