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On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes

✍ Scribed by Christensen, Kim; Podolskij, Mark; Vetter, Mathias


Book ID
120535129
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
574 KB
Volume
120
Category
Article
ISSN
0047-259X

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