✦ LIBER ✦
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
✍ Scribed by Liu, Cheng; Tang, Cheng Yong
- Book ID
- 121793800
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 521 KB
- Volume
- 180
- Category
- Article
- ISSN
- 0304-4076
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