Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261): Difference between revisions

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Property / author: Roel C. A. Oomen / rank
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Latest revision as of 09:05, 12 July 2024

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Covariance measurement in the presence of non-synchronous trading and market microstructure noise
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    Covariance measurement in the presence of non-synchronous trading and market microstructure noise (English)
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    10 August 2016
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