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Disentangled jump-robust realized covariances and correlations with non-synchronous prices
Vander Elst, Harry
;
Veredas, David
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2014
Persistent link: https://www.econbiz.de/10010418993
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Smoothing it out : empirical and simulation results for disentangled realized covariances
Vander Elst, Harry
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Veredas, David
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2015
Persistent link: https://www.econbiz.de/10011289133
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