A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data (Q2451774): Difference between revisions

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Latest revision as of 13:38, 8 July 2024

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A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
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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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