Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics
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- 31 March 2004
- journal article
- Published by The Econometric Society in Econometrica
- Vol. 72 (3) , 885-925
- https://doi.org/10.1111/j.1468-0262.2004.00515.x
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This publication has 30 references indexed in Scilit:
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