A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data |
scientific article |
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A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (English)
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4 June 2014
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high-frequency data
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integrated covariance matrix
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microstructure noises
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quasi-maximum likelihood
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