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Covariance estimation using high-frequency data: Sensitivities of estimation methods

✍ Scribed by Haugom, Erik; Lien, Gudbrand; Veka, Steinar; Westgaard, Sjur


Book ID
127193656
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
838 KB
Volume
43
Category
Article
ISSN
0264-9993

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