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Journal of econometrics
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Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 347-367
Persistent link: https://www.econbiz.de/10011818308
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Nearest comoment estimation with unobserved factors
Boudt, Kris
;
Cornilly, Dries
;
Verdonck, Tim
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 381-397
Persistent link: https://www.econbiz.de/10012482778
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