Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error (2016)
Attributed to:
The Centre for Microdata Methods and Practice
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2015.12.005
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2015.12.005
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 2