Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Covariance measurement in the presence of non-synchronous trading and market microstructure noise |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Covariance measurement in the presence of non-synchronous trading and market microstructure noise |
scientific article |
Statements
Covariance measurement in the presence of non-synchronous trading and market microstructure noise (English)
0 references
10 August 2016
0 references