Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence
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Publication:6634872
DOI10.1080/07350015.2017.1356728zbMATH Open1548.62545MaRDI QIDQ6634872FDOQ6634872
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Cited in
(3)- A novel two-sample test within the space of symmetric positive definite matrix distributions and its application in finance
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