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CREATES research paper
CORE Discussion Papers RP
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Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
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2014
Persistent link: https://www.econbiz.de/10010250616
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Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
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2015
Persistent link: https://www.econbiz.de/10010464687
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