Covariance measurement in the presence of non-synchronous trading and market microstructure noise
- 1 January 2011
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 160 (1) , 58-68
- https://doi.org/10.1016/j.jeconom.2010.03.015
Abstract
No abstract availableKeywords
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