Covariance measurement in the presence of non-synchronous trading and market microstructure noise (Q737261)
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scientific article; zbMATH DE number 6610562
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| English | Covariance measurement in the presence of non-synchronous trading and market microstructure noise |
scientific article; zbMATH DE number 6610562 |
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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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0.8598198294639587
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0.8590499758720398
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0.8498263359069824
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0.8388032913208008
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